本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 ( _5 v! B6 R- [ r0 R+ a6 _
2 A& C0 i- ?: \' G5 h6 z) PQuestion：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) & J; _. u: n- V% l/ R
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| Prohibition Against Plagiarism.
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| B)
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2 o1 b: o6 v- L | Disclosure of Conflicts to Clients and Prospects. ! {0 I4 O7 C: U: `& m
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* i5 T8 `2 O3 c9 V$ s1 O8 J | Reasonable Basis and Representations.
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| Independence and Objectivity.
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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) $ e! K8 Y( `* D- `
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| paid must be minimized. # Y& p; p2 j0 S; z: o& I
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| cannot be greater than normal unless the trades being placed are in compensation for a trading error.
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| paid must be reasonable in relation to the research and execution services provided.
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| paid must be held in escrow for the benefit of the client. : }8 o. B9 t( j6 \* W' N0 T
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
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" U2 c: I: J. O | The assumption of linear regression is that the residuals are heteroskedastic.
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/ x- d" m4 d: R) N | Heteroskedasticity may occur in cross-section or time-series analyses.
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: s" L; Z: e5 S0 `2 R" m2 P) X | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. }- t) V' R/ ?! A& W: A
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1 v5 {3 A8 ?* g$ k8 i | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. & B$ I4 w3 T/ f6 M2 u. ^ X
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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) / n) {4 w2 J' a6 Y
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, B y* X8 g; T l, Z$ J8 ^$ j+ M- N | 5.83
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| 6.50 " e) \' `+ v, p" D8 V6 X
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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) % m) s3 V& ]8 d O
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| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
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: Z* Q* F$ B# w ^ | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. . l* f) N# o1 v4 E" O/ K- T6 A& \- B
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| H0: σA2 ≠ σB2 versus Ha: σA2 = σB2. d* W2 P/ C9 a3 L$ I) H+ ]9 I& H
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( [& L' W7 P. p: F$ }; c | H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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