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CFA Level II Vignettes Quantitative Finance Regression Models MCQs Test 2
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CFA Level II Vignettes Quantitative Finance Regression Models MCQs Test 2

Practice CFA 2026 Level II Vignettes Quantitative Finance MCQs from Regression Models. Get instant results with Explanation.
Practice Quiz 2 for "Regression Models" (Quantitative Finance). Total 30 MCQs available, split into 3 quizzes. Test your understanding of core concepts. Mastering these concepts is essential for securing a high percentile in CFA.
General10 MCQs
1. Vignette 3: Regression Diagnostics - An analyst regresses stock returns on size and value factors. The residual plot shows that residuals increase with fitted values. Which diagnostic test is appropriate to confirm the suspected violation?
2. The analyst calculates the VIF for one independent variable as 10. What does this indicate?
3. To test for serial correlation in residuals, which of the following tests should be used?
4. The analyst performs a Jarque‑Bera test on the residuals and obtains a p‑value of 0.02. At 5% significance, what does this indicate?
5. Which of the following indicates that an observation may have excessive influence on the regression coefficients?
General10 MCQs
6. Vignette 4: Hypothesis Testing & Confidence Intervals - Using the regression of stock returns on market returns (slope 1.5, SE 0.5, n=50), construct a 95% confidence interval for the slope. (Use t≈2.01)
7. Test the hypothesis that the true slope is equal to 1. What is the conclusion at the 5% level? (t‑stat = (1.5‑1)/0.5 = 1.0)
8. Given the regression equation Ŷ = 0.8 + 1.2X, and the standard error of the forecast is 0.45, construct a 95% prediction interval for Y when X=2 (t≈2.01).
9. To test whether two independent variables can be dropped from a multiple regression, which test is appropriate?
10. A coefficient has a p‑value of 0.04. At a 5% significance level, what is the conclusion regarding its statistical significance?

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