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NEW QUESTION: 1
A system administrator needs to update their Cascade Profiler host group settings to remove references to a decommissioned office on the 10.63.32.0/24 subnet.
What is the best way to do this?
A. Go to Host Groups and insert " #10.63.32.0/24 Bracknell_UK"
B. echo "delete from hostinfo where group = 'Bracknell_UK;" | psql mazu postgres write_community_string
C. Edit the Definition and remove the entry for 10.63.32.0/24 Bracknell_UK
D. echo "delete from hostinfo where ipaddr = '10.63.32.0/24';" | psql mazu postgres
Answer: C
NEW QUESTION: 2
Which process is included in the Build. Acquire and Implement Process domain of the Management of Enterprise IT?
A. Manage Availability and Capacity
B. Manage Risk
C. Manage Operations
D. Manage Continuity
Answer: A
Explanation:
Explanation/Reference:
Explanation:
NEW QUESTION: 3
HOTSPOT
Your network contains three Active Directory forests. The forests are configured as shown in the following table.
A two-way forest trust exists between contoso.com and divisionl.contoso.com. A two-way forest trust also exists between contoso.com and division2.contoso.com.
You plan to create a one-way forest trust from divisionl.contoso.com to division2.contoso.com.
You need to ensure that any cross-forest authentication requests are sent to the domain controllers in the appropriate forest after the trust is created.
How should you configure the existing forest trust settings?
In the table below, identify which configuration must be performed in each forest. Make only one selection in each column. Each correct selection is worth one point.
Answer:
Explanation:
NEW QUESTION: 4
Samuel Edson, CFA, portfolio manager for Driver Associates, employs a multifactor model to evaluate individual stocks and portfolios. Edson examines several possible risk factors and finds two that are priced in the marketplace. These two factors are investor sentiment (IS) risk and business cycle (BC) risk. Edson manages three equity portfolios (A, Bt and Q and derives the following relationships for each portfolio, as well as for the S&P 500 stock market index:
Portfolios A and B are well-diversified, while C is a less than fully diversified, value-oriented portfolio. FJS is the surprise in investor sentiment, and FBC is the surprise in the business cycle. Surprises in the risk factors are defined as the difference between the actual value and the predicted value.
Exhibit 1 provides data for the actual and predicted values for the investor sentiment and business cycle risk factors.
Driver Associates uses a two-factor Arbitrage Pricing Model to develop equilibrium expected returns for individual stocks and portfolios:
Edson's supervisor, Rosemary Valry, asks Edson to interpret the intercept of the multifactor equation for Portfolio A (0.175). Edson should respond that the intercept equals:
A. the expected return for Portfolio A, assuming no surprises in the macroeconomic variables.
B. the expected abnormal return for Portfolio A.
C. the expected return for Portfolio A, assuming the macroeconomic variables (investor sentiment and business cycle) equal zero.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
The intercept in a macroeconomic factor model equals the expected return for the portfolio examined in the model (assuming no surprises in the macroeconomic variables). The factors in the multifactor equations, F}S and FBC, are factor "surprises," which by definition are expected to equal zero (i.e., by definition, zero
"surprise" is "expected"). So, by assumption, FIS and fBC are expected to equal zero. Therefore, the expected return for Portfolio A equals its intercept (17.5%). (Study Session 18, LOS 64.j)