2020年CFA考试《CFA二级》考试共题，分为。小编为您整理Quantitative Methods5道练习题，附答案解析，供您备考练习。

1、In response to Gupta’s question about predicting High Tech’s return, Garfield’s prediction (in decimal form) will be closest to:【单选题】

A.0.06118.

B.0.04333.

C.0.06297.

正确答案:C

答案解析:Calculate a predicted value for the dependent variable, given an estimated regression model and a value for the independent variable.

2、Based on her estimated Durbin–Watson statistic, Honoré should:【单选题】

A.fail to reject the null hypothesis.

B.reject the null hypothesis because there is significant positive serial correlation.

C.reject the null hypothesis because there is significant negative serial correlation.

正确答案:A

答案解析:A is correct. The critical Durbin–Watson (D–W) values are d = 1.73 (and less than 2), she fails to reject the null hypothesis of no serial correlation.

3、A factor associated with the widespread adoption of algorithmic trading is increased:【单选题】

A.market efficiency.

B.average trade sizes.

C.trading destinations.

正确答案:C

答案解析:C is correct. Global financial markets have undergone substantial change as markets have fragmented into multiple trading destinations consisting of electronic exchanges, alternative trading systems, and so-called dark pools. In such an environment, when markets are continuously reflecting real-time information and continuously changing conditions, algorithmic trading has been viewed as an important tool.

4、Batten wants to determine whether the sample correlation between the Stellar and CPIENG variables (?0.1452) is statistically significant. The critical value for the test statistic at the 0.05 level of significance is approximately 1.96. Batten should conclude that the statistical relationship between Stellar and CPIENG is:【单选题】

A.significant, because the calculated test statistic has a lower absolute value than the 

B.

C.

正确答案:B

答案解析:B is correct because the calculated test statistic is

5、At a significance level of 1%, which of the following is the best interpretation of the regression coefficients with regard to explaining ROE?【单选题】

A.ESG is significant, but tenure is not.

B.Tenure is significant, but ESG is not.

C.Neither ESG nor tenure is significant.

正确答案:C

答案解析:C is correct. The t-statistic for tenure is 2.308, indicating significance at the 0.027 level but not the 0.01 level. The t-statistic for ESG is 1.201, with a p-value of 0.238, which means we fail to reject the null hypothesis for ESG at the 0.01 significance level.