本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
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& O$ r5 W" o4 _' R# F& TQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A)
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e- c8 @# @$ p7 N9 L | Prohibition Against Plagiarism. # A" L# G1 J; o0 L2 f5 w
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| Disclosure of Conflicts to Clients and Prospects. : ?" }% J" I5 X4 m/ N3 b- m
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| C)
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5 {! @! n7 L- k% z | Reasonable Basis and Representations.
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, Q) |6 r) B1 B/ E' _: Q4 t | Independence and Objectivity.9 O8 o) c* Q! Q$ v& o7 k+ \* y
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Question：7 Which of the following is one of the four requirements for meeting fiduciary obligations with regard to soft dollar arrangements? Commissions: A)
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$ S3 }8 J( i; G S3 `- r/ w | paid must be minimized. 4 }! u( D! h4 a5 R! Z
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| B)
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3 h- } Z, X: A* b8 v+ A! } | cannot be greater than normal unless the trades being placed are in compensation for a trading error. . N8 R G6 |" Z
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; B. \. G$ b. K P* W | paid must be reasonable in relation to the research and execution services provided. 5 w0 k% @) m9 K& a2 ]: E, W" `: |
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0 j+ k0 O. Y6 t3 m | paid must be held in escrow for the benefit of the client.
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) - V/ \7 P7 Z7 z1 u: [2 t" }9 \" ^* V
& K- k& o, b" ?0 u | The assumption of linear regression is that the residuals are heteroskedastic.
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& q9 z0 o+ z; F$ V/ z | B)
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| Heteroskedasticity may occur in cross-section or time-series analyses.
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| C)
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
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+ l9 L+ E( N& B4 `0 }$ d- k | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables.
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Question：9 Given: Y = 2.83 + 1.5X What is the predicted value of the dependent variable when the value of an independent variable equals 2? A)
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| B)
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| 5.83
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Question：10 The variance of 100 daily stock returns for Stock A is 0.0078. The variance of 90 daily stock returns for Stock B is 0.0083. What are the hypotheses to test whether these variances are different from one another? A)
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6 X% X. }! H" z% Z, y) { | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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0 i* @' }/ B- F | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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^9 X3 U6 B: k" j' }3 {2 l, L | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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