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CFA Level II Vignettes Quantitative Finance Regression Models MCQs Test 1
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CFA Level II Vignettes Quantitative Finance Regression Models MCQs Test 1

Practice CFA 2026 Level II Vignettes Quantitative Finance MCQs from Regression Models. Get instant results with Explanation.
Practice Quiz 1 for "Regression Models" (Quantitative Finance). Total 30 MCQs available, split into 3 quizzes. Start with the fundamentals and build a strong base. Mastering these concepts is essential for securing a high percentile in CFA.
General10 MCQs
1. Vignette 1: Linear Regression Fundamentals - An analyst estimates a simple linear regression of stock returns (Y) on market returns (X). The estimated slope coefficient is 1.5. How should this slope be interpreted?
2. In the same regression, the R‑squared is 0.64. What does this value indicate?
3. If the standard error of the slope is 0.5, and the sample has 50 observations, what is the t‑statistic for testing the null hypothesis that the slope is zero? Is it significant at the 5% level (two‑tailed, critical value ≈ 2.01)?
4. The analyst computes the Durbin‑Watson statistic for the regression residuals and obtains a value of 1.2. With a sample size of 50 and one independent variable, the critical lower bound is approximately 1.5. What does this indicate?
5. The analyst plots the residuals against the fitted values and observes a funnel shape (increasing spread as fitted values increase). What regression assumption is most likely violated?
General10 MCQs
6. Vignette 2: Multiple Regression - An analyst estimates a multiple regression with 3 independent variables and 50 observations. The R² is 0.80. What is the F‑statistic for the overall significance of the model? Is it significant at the 5% level (critical F ≈ 2.81)?
7. What is the adjusted R² for the above model? (n=50, k=3, R²=0.80)
8. The analyst finds that two independent variables in the regression have a correlation coefficient of 0.92. What potential issue does this suggest?
9. A Breusch‑Pagan test produces a p‑value of 0.03. At a 5% significance level, what conclusion should be drawn?
10. The estimated coefficients are: X1 = 0.5 (SE 0.2), X2 = 0.3 (SE 0.15). Sample size 50. Which independent variables are statistically significant at the 5% level?

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