NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
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NEW QUESTION: 1
You have an Azure subscription that contains 300 Azure virtual machines that run Windows Server 2016.
You need to centrally monitor all warning events in the System logs of the virtual machines.
What should you include in the solutions? To answer, select the appropriate options in the answer area.
NOTE: Each correct selection is worth one point.
Answer:
Explanation:
Explanation
Resource to create in Azure: Dependency Agent
The Map feature in Azure Monitor for VMs gets its data from the Microsoft Dependency agent. The Dependency agent relies on the Log Analytics agent for its connection to Log Analytics. So your system must have the Log Analytics agent installed and configured with the Dependency agent.
Whether you enable Azure Monitor for VMs for a single Azure VM or you use the at-scale deployment method, use the Azure VM Dependency agent extension to install the agent as part of the experience.
In a hybrid environment, you can download and install the Dependency agent manually. If your VMs are hosted outside Azure, use an automated deployment method
* Configuration to perform on the virtual machines: Enable Virtual Machine Scale Set
* To set up Azure Monitor for VMs:
* Enable a single Azure VM or virtual machine scale set by selecting Insights (preview) directly from the VM or virtual machine scale set.
* Enable two or more Azure VMs and virtual machine scale sets by using Azure Policy. This method ensures that on existing and new VMs and scale sets, the required dependencies are installed and properly configured. Noncompliant VMs and scale sets are reported, so you can decide whether to enable them and to remediate them.
* Enable two or more Azure VMs or virtual machine scale sets across a specified subscription or resource group by using PowerShell.
References:
https://docs.microsoft.com/en-us/azure/azure-monitor/insights/vminsights-enable-overview
NEW QUESTION: 2
In accordance with the following requirements, sharing /common directory through smb service:
-- your sub service must be in the SAMBA working-set
-- the shared name of common is common
-- the common share just can be shared by the customers in the example.com domain
-- the common must can be available for browsing
-- mary must can login to the smb share and for read operation, "password" is the secret code if it need to be verified.
Answer:
Explanation:
See Explanation
Explanation/Reference:
[ root@server1 iscsi]# grep -v "
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certification. Cads-Group offer you all the Q&A of the \s*;" | grep -v " real test . It is the examination of the perfect combination and it will help you pass \s*;" | grep -v " exam at the first time!
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[ global]
workgroup = SAMBA
server string = Samba Server Version %v hosts allow = 127. 192.168.0.
security = user passdb backend = tdbsam
[ common]
comment = Public Stuff path = /common public = no browseable = yes printable = no read only = mary
Add SMB Mary users smbpasswd -a mary
Modify the security context of /common directory chcon -R -t samba_share_t / common
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
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[ global]
workgroup = SAMBA
server string = Samba Server Version %v hosts allow = 127. 192.168.0.
security = user passdb backend = tdbsam
[ common]
comment = Public Stuff path = /common public = no browseable = yes printable = no read only = mary
Add SMB Mary users smbpasswd -a mary
Modify the security context of /common directory chcon -R -t samba_share_t / common
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
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[ global]
workgroup = SAMBA
server string = Samba Server Version %v hosts allow = 127. 192.168.0.
security = user passdb backend = tdbsam
[ common]
comment = Public Stuff path = /common public = no browseable = yes printable = no read only = mary
Add SMB Mary users smbpasswd -a mary
Modify the security context of /common directory chcon -R -t samba_share_t / common
NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
B. the risk of this portfolio could be zero under the right circumstances.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: B
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.
NEW QUESTION: 4
An application has a high availability requirement and is implemented with two local partitioned POWER8 servers and one remote partitioned POWER8 server. One local server runs production and replicates data to the backup local server. The backup local server replicates data to backup remote server.
What is the minimum number of HMCs required to support the sites?
A. 0
B. 1
C. 2
D. 3
Answer: A
Feedbacks
Aalk - 2014-05-05 16:45:18
Plato - 2014-05-05 16:45:51
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Eleanore - 2014-09-28 16:36:48