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NEW QUESTION: 1
サイト調査を完了したばかりの4階建ての4つの建物からなる新しいキャンパスを建設している顧客がいます。顧客は、建物のMDFまたはコントローラ用のデータセンターに割り当てる必要があるラックスペースの量に関心があります。各ビルでは、音声とデータをサポートするために75台のAPが必要になります。最小数のコントローラ、最大の冗長性、および最も簡単な管理を提供するために、コントローラをどのように配置する必要がありますか。
A. N + N冗長方式でデータセンターの集中配置方式を使用します。
B. 各ビルディングMDFでN + N冗長方式で分散配置方式を使用します。
C. N + N + 1の冗長方式で各建物のMDFで分散配置方式を使用します。
D. 各ビルディングMDFでN + 1冗長方式で分散配置方式を使用します。
E. N + 1冗長方式でデータセンターの集中配置方式を使用する
F. 1 + 1冗長方式とクライアントSSOを使用して、データセンターで集中管理方式を使用します。
Answer: E
NEW QUESTION: 2
If x is the standard deviation of the asset to be hedged, and y is the standard deviation of the asset being used to hedge against price movements in x, then the minimum variance hedge ratio is given by which of the following expressions (given that x,y is their correlation) A)
B)
C)
D)
A. Option A
B. Option D
C. Option C
D. Option B
Answer: B
Explanation:
Explanation
The minimum variance hedge ratio answers the question of how much of the hedge to buy to hedge a given position. It minimizes the combined volatility of the primary and the hedge position. The minimum variance hedge ratio is given by the expression 103.10.b103.10.b. Effectively, this is the same as the beta of the primary
position with respect to the hedge.
All other choices are incorrect.
Intuitive understanding of the hedge ratio: There are two standard deviations in play here: one, the standard deviation of the asset to be hedged (x), and two, the standard deviation of the asset being used as the hedge(y).
Now assume an extreme case where both the asset to be hedged and the asset being used as the hedge have a correlation of 1. (That keeps the calculation simple.). Also assume that the std dev of the asset to be hedged is
10% annually, and that of the asset being used as a hedge is say 20%. At this point, just ignore all formulae, and think intuitively about how much of the hedge should we buy to have the same risk (in the opposite direction) as the primary position but in the opposite direction so the variation in the primary position is cancelled by opposite movements in the hedge position. Obviously, we need to buy half because the asset being used as a hedge is twice as volatile. In other words, we divided the volatility (std dev) of the primary position by the volatility of the asset being used as a hedge.In this question, x is the standard deviation of the asset to be hedged, and y is the standard deviation of the asset being used to hedge. We will need to divide x by y.
NEW QUESTION: 3
Which of the following statements does NOT correctly describe Architecture Principles?
A. They are based on enterprise principles
B. Even though they may appear generic, they should be tailored to reflect an organization's culture and goals
C. They are most effective when they are embraced and used across the organization
D. They are detailed policies that prescribe behaviors and requirements
Answer: D
NEW QUESTION: 4
Match the minimum HPE OneView license required to each function. (Matches may be used more than once.)
Answer:
Explanation:
Explanation
Partner integration - HPE OneView Advanced
Storage provisioning - HPE OneView Advanced
Firmware management - HPE OneView Advanced
Inventory - HPE OneView Standard
Health monitoring - HPE OneView Standard
Remote support - HPE OneView Advanced