本帖最后由 Kakashi_8 于 2015-7-16 14:02 编辑 0 L1 E7 c7 R& W/ c( q. J' O
8 P( W) ]& G$ h H7 @) C9 MQuestion：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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| Prohibition Against Plagiarism. 5 z8 O! a3 ]* {0 p) d9 }6 |
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| Disclosure of Conflicts to Clients and Prospects.
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. j: ]: r3 W& T. f$ \, a" } | Reasonable Basis and Representations. 1 e) T5 v3 A" k
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9 O ]3 x N) C3 B7 F | Independence and Objectivity., q; p* ~, H/ o( e( J b
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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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| paid must be minimized.
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| B) ( ?$ V' \# b! J3 k. W q
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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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| C)
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) k& ]! G8 |5 b t" v `% I9 ^ | paid must be reasonable in relation to the research and execution services provided. $ Y, B/ S2 f' G& h3 k
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| D)
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% d7 Y5 h- V% z4 `/ g | paid must be held in escrow for the benefit of the client. 1 S& D5 e& R6 F5 X' q9 ]8 f
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Question：8 Which of the following statements regarding heteroskedasticity is FALSE? A) 5 Q! V' u8 T7 F9 x4 l% w! W" w" O& t
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| The assumption of linear regression is that the residuals are heteroskedastic.
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| Heteroskedasticity may occur in cross-section or time-series analyses. ) H; H: ~3 h9 C$ r
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| Heteroskedasticity results in an estimated variance that is too large and, therefore, affects statistical inference. ( m6 x1 z- E$ W+ u
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| Conditional heteroskedasticity is the case in which the residuals are correlated with the values of the independent variables. 7 Y) J( Y. R- G! J2 ^1 j, W
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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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| -0.55
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| B)
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3 \ W4 J, ]% L" `% E6 Y2 h Y | 5.83
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| 2.83
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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) . V1 [$ a" Y- K. u1 W7 n2 J- S; D
4 h8 }" B/ j+ Y# D7 J | H0: σA2 = σB2 versus Ha: σA2 ≠ σB2. ; Q4 Q( g' p0 ~& c8 l8 [ w
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7 B2 w2 L0 R7 _ P/ E, `5 W | H0: σA2 = σ02 versus Ha: σA2 ≠ σ02.
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, L. K3 f& H0 R | H0: σA2 ≠ σB2 versus Ha: σA2 = σB2.
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| H0: σA2 > σ02 versus Ha: σA2 < σ02. |
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