本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑
7 n( P2 C* V H8 t) ` k' C# F
# P+ i% z) W6 ~1 \" Z4 |( ]Question：6 Which of the following standards may be violated when investment advisors cover their own trading errors with compensating trades? A) 7 ~+ f; L* U$ g4 S" y( |
- ^5 K0 h8 R. D( e% E% ]. p | Prohibition Against Plagiarism.
4 D2 O6 S1 t# R- n5 E# P8 u0 q# X1 p1 R- e+ \
| B)
; P. s6 r% S% O6 [% q4 g
4 A8 Z: N0 ]. u) y! B: V# s | Disclosure of Conflicts to Clients and Prospects. ! `; l8 f* o- M" s# [- E
# j0 |: ?2 P* N$ i | C) & U2 D: M8 K# @. E, X
. o5 x8 M0 `1 `0 V U5 o
| Reasonable Basis and Representations. $ }8 Q) Q# B3 W- V t! Z2 v2 k
, b" l& T p% b | D)
) ?& K0 b5 E# I0 n
* U, M3 ?. X& l! T& o0 J( n, M | Independence and Objectivity.- P1 z l$ ]8 |7 H1 X8 @2 a# S
( F$ j8 y+ j1 Y1 u" F+ I- j
|
. l R) J9 E# s8 L, L4 `* A
1 J! Y, q$ @/ {* _
Question：7 Which of the following is one of the four requirements for meeting fiduciary obligations with regard to soft dollar arrangements? Commissions: A) 0 W0 ]/ D! a' m' `! S1 h2 X
9 X" G, N! J: n( w7 V8 \1 c
| paid must be minimized. # R, V9 U V$ K, Z! D* b a$ N
( X, k. B; E" r' T. {. w: z: u | B)
7 f. N5 V; W/ ^% Z, E3 u- p J: R' ~5 k( k6 E
| cannot be greater than normal unless the trades being placed are in compensation for a trading error. " ]2 j7 k) ^8 {. k
# ~, l5 t' f. k+ o | C)
# V1 W# n& n w" I( K' j8 t+ p% N& \1 W; K7 _; [4 Z. E1 l
| paid must be reasonable in relation to the research and execution services provided.
! @3 g g8 n. d# q9 \* {- L0 @9 L0 V4 o
| D) . j" t. n: i; H8 x
4 r3 \6 \1 v! o8 W% z: }4 r | paid must be held in escrow for the benefit of the client. . }( m! l$ P& g! p$ v7 b& P8 d
5 o" D, @% |8 G1 y( _
|
" R, B4 l$ Q# Z0 l# ~0 `+ X& {
c3 H$ F, r( m; R
Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A)
9 v. b$ W/ @8 S4 N( S" Z Y# l* p, \; F
| The assumption of linear regression is that the residuals are heteroskedastic.
4 e7 t" e' [$ L1 |# \: [+ G! @& u8 A
| B)
7 e- E" e! U- l& D" o* p: t/ J: l( q+ {# v+ i( O& Z
| Heteroskedasticity may occur in cross-section or time-series analyses.
0 h) X' R" h# G" W/ @9 `* s( K8 b2 X
| C)
w! N- u$ ?: K% h' `# [
$ w; v7 s' w# k" A( W% r3 Q | Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference.
+ g' j# o. p7 @( P2 o% m
8 c8 r. G& H2 s) {) g: @ | D)
8 L9 S1 w+ N- @8 m2 P5 N
. Y2 m. c9 N$ `) ?1 T; U7 S | Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 7 Y# k; S% f' v. r9 |+ |3 _- Q
; \3 T! M& a+ z0 r* Z |
9 T( z7 B' Y. a" h: B8 _: X% a
1 c4 V. t# @/ w7 F
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) 3 P6 c4 e9 j) s5 J8 p
; E5 G$ B- d/ g. |9 H8 {! w) G | -0.55 ) z. k0 ^% U' \3 o& Y$ ?, P$ w
# L9 O3 e. P( m( ]
| B)
/ ?% s; b! b2 N7 M
( {9 Y. ?; ]5 U | 5.83 9 H1 G) C: E, X( M2 E% Y0 _
0 E5 }9 o% F! H( T | C)
2 y3 n- l5 [; Z" ^# ~2 H( `/ _+ R
| 6.50
8 m% p& {# u4 Y* ]5 y( j: ?3 `9 P; V# D$ Q @) I
| D)
* k/ H+ Q* M- |6 c# x
) Q. y# ~) b2 ~1 g7 X0 F | 2.83
: u6 q& w' O' A/ f( ?: G( W7 w2 _* s) F. C+ x. ^! I% |5 q, ]* Q
|
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) - k! K! O. C5 {7 k5 `1 |
, a, R0 v3 G3 y# |4 R, t* f( p
| H0: σA2 = σB2 versus Ha: σA2 ≠ σB2.
9 l2 ~8 O2 [6 N% K+ y4 S1 B! R( _! H0 ~6 O D( c j s- U
| B) 6 O" C! J5 e, U: ]# M/ ^/ G% w
' l' e" w; _8 o4 Q, h | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02. 4 T* {& X8 b) U6 z
# T0 b* j5 m/ y- P | C) $ N- e, [6 ~' q
0 w& s7 H. ]7 Q6 J" o2 ^ | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
$ S, s0 y6 C6 y
. y8 t8 f/ P* [* C* I | D)
/ y: h/ X2 w& s2 [1 C7 j; \6 _+ j3 p( {+ b2 P
| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
9 K9 ~: s4 x4 j# P! e8 e, t1 }' C5 c% \
| 
发表于 2015-7-15 16:13:13
楼主
发表于 2018-6-4 09:55:12
