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NEW QUESTION: 1
Your network contains an Active Directory forest. The forest contains a single domain named contoso.com. The domain contains domain controllers that run either Windows Server 2003 or Windows Server 2008 R2. The functional level of the domain and the forest is Windows Server 2003.
You need to add a read-only domain controller (RODC) to the forest.
What should you do first?
A. Upgrade the domain controllers that run Windows Server 2003.
B. Raise the forest functional level.
C. Run the adprep command.
D. Raise the domain functional level.
Answer: C
NEW QUESTION: 2
DRAG DROP
You administer a SharePoint hybrid environment.
Users report errors when they try to use sites.
You need to troubleshoot the errors.
How should you troubleshoot each error condition? To answer, drag the troubleshooting step to the correct appropriate error condition. Each troubleshooting step may be used once, more than once, or not at all. You may need to drag the split bar between panes or scroll to view content.
Answer:
Explanation:
Explanation:
https://technet.microsoft.com/en-us/library/dn518363.aspx
NEW QUESTION: 3
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.
Which of the following factors would have the most explanatory power for the historical returns of the Quasar Fund? Changes in the:
A. curvature of the yield curve.
B. level of interest rates.
C. slope of the yield curve.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Research conducted by Litterman and Scheinkman indicated that changes in the level of interest rates had the most explanatory power for returns on Treasury securities. Since the Quasar fund is composed of Treasuries of various maturities, Litterman and Scheinkmans research would be applicable. (Study Session 14, LOS 53-b)
NEW QUESTION: 4
회사는 사용자를 지원하기 위해 AWS에서 LOB (기간 업무) 애플리케이션을 실행하고 있습니다. 애플리케이션은 재해 복구를 위해 다른 AWS 리전의 두 번째 VPC에 백업 복사본을두고 하나의 VPC에서 실행됩니다. 이 회사는 온 프레미스 네트워크와 AWS간에 단일 AWS Direct Connect 연결이 있습니다. 연결은 Direct Connect 게이트웨이에서 종료됩니다.
애플리케이션에 대한 모든 액세스는 회사의 온-프레미스 네트워크에서 시작되어야 하며 트래픽은 IPsec을 사용하여 전송 중에 암호화되어야 합니다. 회사는 필요한 암호화를 제공하기 위해 Direct Connect 연결을 통해 VPN 터널을 통해 트래픽을 라우팅하고 있습니다.
비즈니스 연속성 감사는 Direct Connect 연결이 애플리케이션 액세스에 대한 잠재적인 단일 실패 지점을 나타내는 지 확인합니다. 회사는 가능한한 빨리 이 문제를 해결해야 합니다.
이러한 요구 사항을 충족하는 접근 방식은 무엇입니까?
A. 전송 게이트웨이를 생성합니다. VPC를 전송 게이트웨이에 연결하고 전송 게이트웨이를 Direct Connect 게이트웨이에 연결합니다. AWS Site-to-Site VPN 연결을 구성하고 전송 게이트웨이에서 종료합니다.
B. 인터넷을 통해 AWS Site-to-Site VPN 연결을 구성합니다. 보조 리전의 가상 프라이빗 게이트웨이에서 VPN 연결을 종료합니다.
C. 전송 게이트웨이를 생성합니다. VPC를 전송 게이트웨이에 연결하고 전송 게이트웨이를 Direct Connect 게이트웨이에 연결합니다. 두 번째 Direct Connect 연결을 주문하고 전송 게이트웨이에서 종료합니다.
D. 다른 Direct Connect 위치에 두 번째 Direct Connect 연결을 주문합니다. 동일한 Direct Connect 게이트웨이에서 두 번째 Direct Connect 연결을 종료합니다.
Answer: A
