2013年浙江省CFA二级考试试题(必备资料)

FRM二级真题1.Suppose an investor has a mortgage-backed security (MBS) with an average life of 12 years and a monthlymortgage yield of 0.6%. If a 12-year Treasury bond has a yield of 5.2%, the nominal spread for this MBS is: a．0.22%．b．1.72%．c．2.11%．d．2.24%．2.Jared Jones is trying to esrimate the impact in bond price from a one basis poinr change in credirworthiness.Currenr bond price is 91, yield to maturity (YTM) =5%, i-spread -. 5.2%, and z-spread = 300 basis points.Based on this informarion, whichof the following statements is(are) correct?Ⅰ. To measure the sensitivity to a change in credit quality the dollar value of a basis point (DV01) shoujd be compured.Ⅱ. The esrimared price change will use 3.005% and 2.995% as shocks.a Ⅰonly.b. Ⅱonly.c. BothⅠ and Ⅱ.d. NeitherⅠ nor Ⅱ.3 . It is not always apparenr how risk should be quantified for a given bank when chere are many different possible risk measures to consider. Prior to defining specific measures, one should be aware of the general characteristics ofideal risk measures. Such measures should be intuitive, stable, easy to . understand, coherent, and interprerable in economic terms.In addition, the risk decomposition process must be simple and meaningful for a given risk measure. Standard deviation, value at risk (VaR), expected shortfall (ES), and specrraJand distorted risk measures are commonly used measures to calculate economic capital. However, it is not easy to select a risk measure to calculate economic capital, as each measure has JtS respective pros and cons. Which of the following statements pertaining ro the pros and cons of these risk measures is not accurate?a. Standard deviation does nor have the property of monotoniciry, and therefore, it is not coherent.b. VaR does not have the property of subaddirivity, and therefore, it is not coherent.c. ES is not stable regardless of the Joss distribution.d. Spearal and distorted risk measures are neirher intuitive nor commonly used in practice.4 . Gail Gordon has been discussing the causes of the recent financial crisis with her colleagues. During the discussion, Gordon commented that three initial key conditions caused the spread of the crisis: (1) lack of adequate reserves in the banking sysrem, (2) lack of adequate capital and high leverage, and (3) lack of investor confidence in the financial sysrem. How many of the inirial key crisis conditions has Gordon correctly identified？a. None.b. One.c. Two.d. Three.5 . SeveraJ sreps are invojved in developing the loss distriburion approach (LDA), including derivation of frequency and severity distributions, estimation of the tail distribution, modeling correlarions, and incorporarion of insurance. Which of the following statements about LDA modeling is incorrect?a.To select the appropriate distribution of the frequency of losses (Poisson disrribu rion, binomial distriburion,or negative binomial distribution), tests for normality and serial correlations are appjied.b.Extrapolation of observed losses, in order to develop a more complere severity distribution (of losses), couldresult in overestimation of the needed capiral charge.c.To build an LDA model thar includes adequate representation in the tail, both internal and external data areused.d.The LDA typically allows for the risk reducing effect of insurance by lowering the severity of losses, bur nottheir frequency.。

CFA考试试题汇编(含答案)1、The nominal (quoted) annual interest rate on an automobile loan is 10%. The effective annual rate of the loan is 10.47%. The frequency of compounding periods per year for the loan is closest to:【单选题】A.weekly.B.monthly.C.quarterly.正确答案:B点拨：:“The Time Value of Money,”Richard A. DeFusco, CFA, Dennis W. McLeavey, CFA, Jerald E. Pinto, CFA, and David E. Runkle, CFA2013 Modular Level I, Vol. 1, Reading 5, Section 3.3Study Session 2–5–c, dCalculate and interpret the effective annual rate, given the stated annual interest rate and the frequency of compounding. Solve time value of money problems for different frequencies of compounding:B is correct. Use the formula for effective annual rate:Iteratively substitute the possible frequency of compounding until the EAR is 10.47%.Thus, the correct answer is monthly compounding.2、Which of the following is a constraint as defined inthe International Financial Reporting Standards (IFRS) Framework for the Preparation and Presentation of Financial Statements?【单选题】A.NeutralityB.TimelinessC.Going concern正确答案:B点拨：:“Financial Reporting Standards,”Thomas R. Robinson, CFA, Jan Hendrik van Greuning, CFA, Karen O’Connor Rubsam, CFA, R. Elaine Henry, CFA, and Michael A. Broihahn, CFATimeliness is a constraint in the IFRS Framework. Neutrality is a factor that contributes to reliability and going concern is an assumption of the Framework.3、Which method of calculating the firm’s cost of equity is most likely to incorporate the long-run return relationship between the firm's stock and the market portfolio?【单选题】A.Dividend discount modelB.Capital asset pricing modelC.Bond-yield-plus risk-premium正确答案:B点拨：:“Cost of Capital”Yves Courtois, CFA, Gene C. Lai, and Pamela Peterson Drake, CFAThe capital asset pricing model uses the firm’s equity beta, which is computed from a market model regression of the company's stock returns against market returns.4、For a 90-day U.S. Treasury bill selling at a discount, which of the following methods most likely results in the highest yield?【单选题】A.Money market yieldB.Discount-basis yieldC.Bond equivalent yield正确答案:C点拨：:“Working Capital Management,”Edgar Norton, Jr., Kenneth L. Parkinson, and Pamela Peterson Drake5、An investor gathers the following data.To estimate the stock's justified forward P/E, the investor prefers touse the compounded annual earnings growth and the average of the payout ratios over the relevant period (i.e., 2008–2011). If the investor uses 11.5% as her required rate of return, the stock's justified forward P/E is closest to:【单选题】A.10.B.12.C.21.正确答案:C点拨：:“Equity Valuation: Concepts and Basic Tools,”John J. Nagorniak and Stephen E.Wilcox6、A bond portfolio manager is considering three Bonds –A, B, and C –for his portfolio. Bond A allows the issuer to call the bond before stated maturity, Bond B allows the investor to put the bond back to the issuer before stated maturity, and Bond C contains no embedded options. The bonds are otherwise identical. The manager tells his assistant, “Bond A and Bond B should have larger nominal yield spreads to a U.S. Treasury than Bond C to compensate for their embedded options.”Is the manager most likely correct?【单选题】A.Yes.B.No, Bond A’s nominal yield spread should be less than Bond C’s.C.No, Bond B’s nominal yield spread should be less than Bond C’s.正确答案:C点拨：:“Understanding Yield Spreads,”Frank J. Fabozzi, CFAC is correct because Bond B’s embedded put option benefits the investor and the yield spread will therefore be less than the yield spread of Bond C, which does not contain this benefit.7、Which of the following characteristics is best described that the information in financialstatements can influence user's economic decisions or affect user's evaluationof past events or forecasts of future events in accordance with the IFRSframework's definitions and recognition criteria?【单选题】A.Relevance./doc/3228fe0b18e8b8f67c 1cfad6195f312b3069ebdf.htmlparability.C.Faithful representation.正确答案:A点拨：:根据IFRS的条款，财务报表的两个基本特性使得这些财务信息有用，这两个特性包括相关性（relevance）和公允陈述（faithful representation）。

CFA二级练习题精选及答案0516-7 StudySession 3 –Quantitative Methods (7-12) Q=6JorgeReyes Case ScenarioJorge Reyes is a financial analyst withValores de Playa SA de CV, located in a suburb of Mexico City, Mexico. Twonights a week, he works as an adjunct professor at a local technical institute,lecturing in investments and serving as a consultant in statistics and relatedfields.During a lecture on modern portfolio theory(MPT), Reyes points out the role that reqression plays in estimating theparameters of the capital asset pricing model (CAPM), As an exercise, Reyespresents the results of a regression of retums (R) on the company that owns theMercican stock exchange (ticker symbal BOLSAA.MX) against the U.S.dallar-Mexican peso exchange rate （Er）.The data cover the period from late 2011 through early 2012.Thereare 64daily observations in the study. Exhibit l reports the results of theregression.One of the students asks Reyes about the"Adjusted R2" reported in Exhibit l. Reyes explains thatthe adjusted R2 removes the effects cf serial correlation in thedata.A second student recalls that the presenceof heteroskedasticity affects interpretation of the test statistics computed bya regression. Reyes confirms that that is true and suggests the studentsexamine a plot of the predicted BOLSAA return values versus their actualvalues.Exihibit 2 provides such a graph,Interpreting the graph, Reyes states:"Thepresence of heteroskedasticity is indicated when there is a systematic relationshipbetween the values of residuals and the independent variable. It is difficultto see such a systematic relationship in Exhibit 2.Thereforeheteroskedasticitydoes not appear to be a problem in this regression. "In a ater exercise, Reyes asks his studentsto consider a time series of 622 weekly prices of Maya 22 crude oil. Asubstantial proportion of Mexico's oil production is Mziya 22 heavy crude.Theperiod of the study is from January 1997 through Dtcember 2008.Reyes starts the analysis by looking at achart of the time series (not shown). Reyes points out several key features ofthe chart.u First, the prices exhibit an exponentialtrend in the price increasesleading up to 2008.u Second,price behavior in the last few months of 2008 is significantlydifferent from price behavior leading to the market top.Reyes asks the students to model the timeseries for the period January 3, 1997, through July 18, 2008, when prices hitthehigh value of USD126.58. At Reyes' suggestion, the students first model theprices as an exponential trend (long-Iinear model). They test for correlatederrors from the model using the Durbin-Watson statistic. The results arereported in Exhibit 3.Reyes next suggests they use a first-orderautoregressive model {AR(l)}. To reduce the impact of the exponential trend,the students continue to use the natural logarithms of the prices, but now theyalso take the first differences of these logarithms of the prices (xt)They fit a first-order autoregressiv model (AR(l)) to the differences of logs.The results of the regression are reported in Exhibit 4.As nonstationarity or heteroskedasticitywould negatively impact use of the AR(1) model, Reyes asks the students to testfor the presence of each. Results of the unit root test of nonstationarity andof a test for the presece of heteroskedasticity are reported in Exhibit 5.Question7theregression of the retuns of BOLSAA.MX on the USD:MXN exchange rate (Exhibit l),the coefficient of the USD:MXN exchange rate is most occurotely described as:A. signifiontly different fromzero.B. not significantly differentfrom zero.C. indeterminate, asinsufficient informatian is provided in Exhibitl.Question8Reyes'explanation regarding Adjusted R2 is best characttrized as:A. correctB. incorrect because Adjuted R2is a means of compensating for heteroskedasticity in the independent variables.C. incorrect because Adjusted R2reflects the loss of degrees of freedom when additionali ndependentvariables are added to a regression.Question9Reyes'interpretation of the graph in Exhibrt 2 is best described as:A. correctB. incorrect because theeffects of heteroskedasticity are, in a regressian such as this one, hidden bythe negative slope of the regressian line.C. incorrect becauseheteroskedasticity is indicated when there is not a systematic relationshipbetween the residuals and the independent variable.Question10TheDurb-Watson testreported in Exihit 3 is must acurately interpreted asindicating that the correlation in the errors is:A. insignificant.B. significantly positive.C. significantly negative.Question11Based onthe regression results reported in Exhibit 4,the mean-reverting level of thedifferences of logarithms of the Maya 22 prices(i.e,the time series as modeledin the AR(1) model)is closest：A. 0.00239.B. 0.00311.C. 0.30812.Question12Bared onthe results reported in Exhibit 5,the AR(1) model is best described as havingA. a unit root.B. reliable standard errors.C. heteroslcedasticity in theerror term variance答案解析：7. Correct answer：A"Correlation and Regression,"Richard A. DeFusco, CFA, Dennis W. McLeavey. CFA. Jerald E. Pinto, CFA, andDavid E. Runkle. CFA 2013 Modular Level ll. Vol.1. Reading 11, Section 3.5.Equation 10Study Sessian 3-11-gFormulate a null and alternative hypothesisabout a populatian value of a regression caefficenL and determine theappropriate test statistic and whether the null hypothesis is rejected at agiven level of significance.A is correct. A two-tailed t-test isappropriate to test if the coefficient differs signiflcantly from zero. Thetest statistic is the estimate of the coefficient (-0.5789) divided by itsstandard error (0.2221))-0.5789/0.2221 =- 2.61. Because -2.61 lies below -2.00(the negative critical value for the two-tailed test), the coefficient differssignifIcantly from zero at the 5% level ofsignificance.8. Correct answer:C"Multiple Regression and Issues inRegression Analysis." Richard A. DeFusco. CFA, Dennis W. McLeavey. CFAJerald E Pinto. CFA and David E. Runkle. CFA2013 Modular Level II Vol. 1. Reading 12.Section 2.4Study Sesiion 3-12-fDistinguish between and interpret R2 andadjusted R2 in multipleregression.C is correct. The acljusted R2reflects the loss of degrees of freedom when additianal independent variablesare added to a regression.lt does not remove the effects of serial correlatianin the data.9. Correct answer:A"Multiple Regression and Issues inRegression Analysis," Richard A. DeFusco. CFA, Dennis W. McLeavey, CFAJerald E.Pinto. CFA. and Davicl E. Runkle.CFA2013 Modular Level II, Vol. 1. Reading12 Section 4.1Study Sessian 3-12-iExplain the types of heteroskedastiaty andthe effects of heteroskedasticity and serial correlation on statisticalinference.A is correct. The presence ofheteroskedasticity is indicated when a systematic relationship exists betweenthe residuals and the independent variable.lt is difflcult to see such asystematic relatronship in Exhibit 2. Therefore. heteroskedasticity does notappear to be a problem in this regression.10. Correct answer：C"Multiple Regression and Issues inRegression Anatysis," Richard A. DeFusco. CFA, Dennis W. McLeavey, CFAJerald E Pinto. CFA. and David E Runkle. CFA2013 Modular Level II, Vol.1. Reading12 Section 4.2.2,Fig. 3 "Time-Series Analysis,H Richard A, DeFusco,CFA Dennis VV. McLeavey, CFA, Jerald E, Pinta. CFA, and David E. Runkle, CFA2013 Modular Level II. Vol. 1, Reading 13,Section 3.2Study Sessions 3-12-i. 3-13-bExplain the types of heteroskedasticity andthe effects of heteraskedasticity and serial correlation on statisticalinference.Describe factors that determine whether alinear or a log-linear trend should be used with a particular time series. andevaluate the limitations of trend models.C is correct. Significantly large values ofthe Durbin-Watson statistic point to nagative serial correlation (see Footnote49. Sedion 4 2.2). Specifically. if the DW statistic exceeds 4 - dl.where dl is the lower critical value of the DW test. there issignificant negative serial correlation.ln this case. DW = 3.97 and dI= 1.65. Because 3.97 > [4 - 1.65] the test inclicates significant negativeserial correlation.11. Correct answer:B12.Correct answer:C"Time-Series Analysis.' Richard A. DeFusca, CFA, Dennis W.McLeavey, CFA, Jerald E. Pinto, CFA, and David E. Runkle.CFA2013Modular Level II, Vol. 1. Reading 13, Sections 5.2.9 Study SessIion 3-13-m, nExplainautoregressive conditional heteroskedasticity (ARCH), and describe how ARCHmodels can be applied to predict the variance of a time series.Explain how timeseries variables should be analyzed for nonstationarity and/or caintegrationbefore use in a linear regression.C is correct. theAR(1) model passes tha unit root test (does not exhibit a unit root). The testfor heteroskedasticity. however suggests that the error term variances areheteroskedastic. A more sophisticated。

1、从理论上看，技术分析法和基本分析法分析股价趋势的基本点是相同的。

( )2、CAPM模型是由( )提出的。

A.哈里?马柯威兹B.夏普C.特雷诺D.詹森3、货币市场型证券组合包括( )。

A.国库券B.高信用等级的商业票据C.低信用等级的商业票据D.普通股4、债券期限越长，其收益率越高。

这种曲线形状是( )收益率曲线类型。

A.正常的B.相反的C.水平的D.拱形的5、关于证券组合的分类，下列分类中，正确的是( )。

A.保值型、增值型、平衡型等B.收入型、增长型、指数化型等C.激进型、稳妥型、平衡型等D.国际型、国内型、混合型等6、电子信息、生物医药等行业处于行业生命周期的( )。

A.幼稚期B.成长期C.成熟期D.衰退期7、一般来说，可以将技术分析方法分为如下常用类别( )。

A.指标类B.切线类C.形态类D.K线类8、当( )时，应选择高β系数的证券或组合。

A.预期市场行情上升B.预期市场行情下跌C.市场组合的实际预期收益率等于无风险利率D.市场组合的实际预期收益率小于无风险利率9、80元C.单利：1010、国内生产总值(GDP)是指一个国家(或地区)所有常住居民在一定时期内(一般按年统计)生产活动的最终成果，包括( )形态。

A.价值形态B.生产形态C.收入形态D.产品形态11、09元B.单利：1012、若市场物价上涨，需求过度，经济过度繁荣，被认为是社会总需求大于总供给，央行将采取紧缩的货币政策以减少需求。

( )13、我国证券分析师行业自律组织是( )。

A.中国证监会B.中国证券业协会C.中国证券业协会证券分析师专业委员会D.证券交易所投资分析师协会14、某一证券组合的目标是追求基本收益的最大化。

我们可以判断这种证券组合不属于( )。

A.防御型证券组合B.平衡型证券组合C.收入型证券组合D.增长型证券组合15、99元;复利：1016、( )是上市公司建立健全公司法人治理机制的关键。

A.规范的股权结构B.建立有效的股东大会制度C.董事会权力的合理界定与D.完善的独立董事制度17、头肩顶形态是一个长期趋势的转向形态，一般出现在一段升势的尽头，这一形态具有( )的特征。

1、套利定价模型在实践中的应用一般包括( )。

A.检验资本市场线的有效性B.分离出那些统计上显著地影响证券收益的主要因素C.检验证券市场线的有效性D.明确确定某些因素与证券收益有关，预测证券的收益E.分散风险2、美国哈佛商学院教授迈克尔?波特认为，一个行业内激烈竞争的局面源于其内存的竞争结构。

一个行业内存在着( )种基本竞争力量。

A.6B.5C.4D.33、09% B.4、技术分析适用于( )。

A.短期的行情预测B.周期相对比较长的证券价格预测C.相对成熟的证券市场D.适用于预测精确度要求不高的领域5、投资者构建证券组合时应考虑所得税对投资收益的影响。

( )6、关于β系数，下列说法中，错误的是( )。

A.反映证券或组合的收益水平对市场平均收益水平变化的敏感性B.β系数的绝对数值越大，表明证券承担的系统风险越大C.β系数是衡量证券承担系统风险水平的指数D.β系数是对放弃即期消费的补偿7、技术含量高的行业成熟期历时相对较长，而公用事业行业成熟期持续的时间较短( )8、在我国当前证券市场中，( )并存，其风险类型各不相同，风险度也有较明显的高低之分。

A.坐庄式的价值挖掘型投资理念B.价值增加型投资理念C.价值培养型投资理念D.价值发现型投资理念9、( )是上市公司建立健全公司法人治理机制的关键。

A.规范的股权结构B.建立有效的股东大会制度C.董事会权力的合理界定与D.完善的独立董事制度10、CAPM模型是由( )提出的。

A.哈里?马柯威兹B.夏普C.特雷诺D.詹森11、当市场利率下降时，票面利率较低的债券增值潜力很小。

( )12、宏观经济分析的总量分析法侧重对经济系统中各组成部分及其对比关系变动规律的分析。

( )13、价值发现型投资理念是一种投资风险共担型的投资理念。

( )14、我国证券分析师行业自律组织是( )。

A.中国证监会B.中国证券业协会C.中国证券业协会证券分析师专业委员会D.证券交易所投资分析师协会15、证券投资的目的是( )。

cfa二级金程百题CFA（Chartered Financial Analyst）二级考试是金融行业从业者晋升的重要资格认证之一。

金程百题是一套备受考生青睐的备考资料，其中包含了一百道经典试题，覆盖了CFA二级考试的各个知识点。

本文将对金程百题进行综合分析与解答，帮助考生深入了解题型特点与解题技巧。

第一部分：定量分析在金程百题中，定量分析是一个占比较大的模块。

此部分主要考察考生对金融数学和统计学的理解和运用能力。

题目形式多样，涵盖了各种计算题和解析题。

考生在备考过程中，除了熟练掌握公式和计算技巧外，还需注重理论与实践的结合。

以第一题为例，考题要求计算二项式风险价值（Binomial Value at Risk，BVaR）。

解题思路是根据给定的数据，利用二项式模型计算出投资组合的价值，并进行风险度量。

在计算过程中，需要使用二项式模型的公式和投资组合的收益率数据。

第二部分：金融市场和产品金融市场和产品模块是CFA二级考试的重点内容之一。

此部分考察考生对金融市场结构、金融工具和投资组合的理论基础和实践应用能力。

题目涉及股票市场、债券市场、外汇市场等多个方面，要求考生掌握不同市场和金融工具的特点和运作规则。

以第二十五题为例，考题要求分析一个利率衍生工具的风险敞口。

在解答过程中，考生需要了解该工具的具体特点和计算方式，并结合市场情况进行风险敞口的分析。

此类题目考察了考生对不同金融工具的理解和应用能力，需要综合考虑市场和产品的特点，分析风险因素并提出合理的风险管理策略。

第三部分：财务报表分析财务报表分析模块是CFA二级考试的又一重点内容。

此部分考察考生对财务报表的理解和分析能力。

题目要求考生根据给定的财务报表，进行财务分析和评估公司的财务状况和业绩。

考生需要掌握财务报表分析的方法和技巧，并能准确理解财务指标的意义和应用。

以第五十题为例，考题要求计算公司的盈利能力指标并进行分析。

考生需要根据给定的财务报表中的数据，计算利润率、净利率等指标，并分析公司的盈利情况。

cfa二级资料摘要：1.CFA二级简介2.CFA二级考试内容概述3.备考CFA二级的建议4.CFA二级考试的重要性5.总结正文：**CFA二级简介**CFA（Chartered Financial Analyst）是全球金融领域最具权威的专业资格认证，分为三个级别：CFA一级、CFA二级和CFA三级。

CFA二级是其中的一项重要阶段，主要测试候选人对投资工具、公司金融、经济学、财务报表分析等知识的掌握程度。

**CFA二级考试内容概述**CFA二级考试共分为六个部分，分别是：1.投资工具：涵盖债券、股票、衍生品等投资工具的估值和分析方法。

2.公司金融：包括公司估值、资本结构、股利政策等内容。

3.经济学：主要涉及宏观和微观经济学原理，以及在金融决策中的应用。

4.财务报表分析：学会运用财务报表数据进行企业经营状况的分析和评估。

5.财务规划：了解个人和企业财务规划的基本原则和方法。

6.投资组合管理：探讨投资组合构建、风险管理和绩效评估等方面的知识。

**备考CFA二级的建议**1.提前规划备考时间，确保充足的学习时间。

2.系统性地学习各个知识点，强化基础概念。

3.多做练习题，提高解题速度和正确率。

4.参加模拟考试，熟悉考试题型和节奏。

5.结合实际案例进行学习，提高知识的实际应用能力。

**CFA二级考试的重要性**1.提升个人专业素质：通过学习CFA二级课程，候选人可以系统地掌握金融投资领域的专业知识和技能。

2.国际化视野：CFA二级课程具有全球统一标准，有助于拓展候选人的国际视野。

3.职业发展：拥有CFA二级资格证书，可以为候选人在金融机构、企业等领域提供更多发展机会。

4.结识行业精英：参加CFA考试的过程，也是结识同行、拓展人脉的良机。

**总结**CFA二级作为金融领域专业认证的重要阶段，对候选人的知识储备和实际应用能力提出了较高要求。

通过全面备考、系统学习，不仅能够提升个人专业素质，还能为未来的职业发展奠定坚实基础。

cfa2级资料
CFA二级考试是CFA认证考试的第二个级别，旨在测试候选人在投资工具、公司金融、经济分析和投资组合管理等方面的知识。

为了准备CFA二级考试，以下是一些建议的复习资料：
1.官方教材：CFA二级考试的官方教材是备考的基础，其中包含了考试所需
的全部知识点。

这些教材内容详实，覆盖面广，是复习的首选资料。

2.参考书：市面上有很多针对CFA二级考试的参考书，这些参考书通常由专
业的培训机构或经验丰富的金融分析师编写。

它们可以提供更深入的知识点和更丰富的案例分析，帮助考生更好地理解考试内容。

3.模拟试题：模拟试题是备考中非常重要的资料，它们可以帮助考生熟悉考
试的格式和难度，检测自己的复习效果。

建议考生在备考过程中多做模拟试题，以便更好地掌握考试知识点和提高应试能力。

4.网课和视频：现在有很多在线教育平台和社交媒体提供了大量的CFA二级
考试网课和视频。

这些资料可以帮助考生更好地理解考试内容，提供更为详细的知识点讲解和案例分析，同时还可以帮助考生提高学习效率。

总之，准备CFA二级考试需要全面的复习资料，考生可以根据自己的实际情况选择适合自己的资料进行备考。

同时，还需要注意掌握有效的学习方法，合理安排时间，坚持复习，以提高考试通过率。