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NEW QUESTION: 1
How many total addresses for network, broadcast, and host are provided with the subnet mask 255.255.255.240?
A. 0
B. 1
C. 2
D. 3
Answer: D
NEW QUESTION: 2
Martha Garret, CFA, manages fixed income portfolios for Jones Brothers, Inc. (JBI). JBI has been in the portfolio management business for over 23 years and provides investors with access to actively managed equity and fixed-income portfolios. All of JBI's fixed-income portfolios are constructed using U.S. debt instruments. Garret's primary portfolio responsibilities are the Quasar Fund and the Nova Fund, both of which are long fixed-income portfolios consisting of Treasury securities in all maturity ranges. The Quasar Fund holdings as of March 15 are provided in Exhibit 1. A comparison of key rate durations for the Quasar Fund and Nova Fund is provided in Exhibit 2.
Of particular importance to Garret and her colleagues is the degree of interest rate risk exposure unique to each portfolio under JBI's management. Driving the increased awareness of the portfolios' interest rate exposure is the double digit growth in assets under management that JBI's fixed-income portfolios have experienced in the last five years. Interest in the company's fixed-income portfolios continues to grow and as a result, all portfolio managers are required to attend weekly meetings to discuss key portfolio risk factors. At the last meeting, Miranda Walsh, a principal at JBI, made the following comments:
"The variance of daily interest rate changes has been trending higher over the last three months leading us to believe that a period of high volatility is approaching in the next twelve to eighteen months. However, the reliability is questionable since the volatility estimates were derived using an option pricing model, which assumes constant interest rates."
"Also, the Treasury spot rate curve currently has a similar shape to the yield curve on Treasury coupon securities, which, according to the market segmentation theory of interest rate term structure, indicates a relatively high level of demand from investors for intermediate term securities. Overzealous trading by investors unwilling to move into other maturity ranges may create mispricing and opportunities for arbitrage." After the meeting, Walsh and JBI's other principals met to discuss a new international portfolio opportunity.
At Walsh's suggestion, the principals selected Garret as the lead portfolio manager for the new fund, which will be titled the Atlantic Fund. One of the other portfolio managers, Greg Terry, CFA, suggested to Garret that she utilize the LIBOR swap curve as a benchmark for the Atlantic fund rather than using local government yield curves. Terry justifies his suggestion by claiming that "the lack of government regulation in the swap market makes swap rates and curves directly comparable between different countries despite fewer maturity points with which to construct the curve as compared to a government yield curve.
Furthermore, credit risk in the swap curves of various countries is similar, thus avoiding the complications associated with different levels of sovereign risk embedded in government yield curves." Intrigued by the idea of using the swap curve, Garret has her assistant begin gathering a range of current and forward LIBOR rates.
Evaluate Walsh's comments regarding the method used to estimate the expected increase in interest rate volatility and the term structure of interest rates.
A. Walsh is correct only with respect to interest rate volatility.
B. Walsh is correct only with respect to interest rate term structure.
C. Walsh is incorrect with respect to both interest rate volatility and term structure.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Option pricing models assume a constant volatility of interest rates but not a constant level of interest rates. Walsh's first statement is incorrect. The market segmentation theory says that the term structure of interest rates is determined solely by the supply/ demand for a given maturity sector. The statement is incorrect, however, because high demand from investors (who wish to lend money) would push interest rates lower, not higher as observed in the term structure. (Study Session 14, LOS 53.e)
NEW QUESTION: 3
質問をドラッグアンドドロップ
ストレージアカウントを含むAzureサブスクリプションがあります。
Window Server 2016を実行するServer1という名前のオンプレミスサーバーがあります。
Server1には2 TBのデータがあります。
Azure Import / Exportサービスを使用して、データをストレージアカウントに転送する必要があります。
どの順序でアクションを実行する必要がありますか？回答するには、すべてのアクションをアクションのリストから回答領域に移動し、正しい順序に並べます。
注：回答の選択肢の順序は複数あります。選択した正しい注文のクレジットを受け取ります。
Answer:
Explanation:
Explanation:
At a high level, an import job involves the following steps:
Step 1: Attach an external disk to Server1 and then run waimportexport.exe Determine data to be imported, number of drives you need, destination blob location for your data in Azure storage.
Use the WAImportExport tool to copy data to disk drives. Encrypt the disk drives with BitLocker.
Step 2: From the Azure portal, create an import job.
Create an import job in your target storage account in Azure portal. Upload the drive journal files.
Step 3: Detach the external disks from Server1 and ship the disks to an Azure data center.
Provide the return address and carrier account number for shipping the drives back to you.
Ship the disk drives to the shipping address provided during job creation.
Step 4: From the Azure portal, update the import job
Update the delivery tracking number in the import job details and submit the import job.
The drives are received and processed at the Azure data center.
The drives are shipped using your carrier account to the return address provided in the import job.
References:
https://docs.microsoft.com/en-us/azure/storage/common/storage-import-export-service
NEW QUESTION: 4
与えられたコードフラグメント：
結果は何ですか？
A. A B C
B. A B C D E
C. コンパイルが失敗します。
D. A B D E
Answer: D
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