CFA Practice Question

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CFA Practice Question

Heteroskedasticity is the ______ of the error term variance ______ the ______ variable.

A. independence; from; independent
B. dependence; on; independent
C. dependence; on; dependent
Correct Answer: B

Homoskedasticity is the independence of the error term variance from the independent variable.

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Smiley225 Conditional Heteroskedasticity.
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