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NEW QUESTION: 1
To replace a defective UPS, the network administrator must take the switch offline. The administrator wants to be able to perform maintenance UPS in the future without affecting the availability of the attached switch. Which of the following would BEST allow this to happen?
A. Install a power converter for the switch
B. Add a second UPS into the rack
C. Add a redundant power supply to the switch
D. Implement stacking on the switches in the rack
Answer: C
NEW QUESTION: 2
アプリケーションは、ELBの背後にある複数のEC2インスタンスで実行されます。
セッションデータは、複数の要求にわたって確実に提供できるように、どこに最適に書き込まれますか？
A. データをルートファイルシステムに書き込みます。
B. Amazon EC2インスタンスストアにデータを書き込みます。
C. データをAmazon ElastiCacheに書き込む
D. Amazon Elastic Block Storeにデータを書き込みます。
Answer: B
Explanation:
Reference: https://docs.aws.amazon.com/aws-technical-content/latest/microservices-on-aws/microservices-on-aws.pdf?icmpid=link_from_whitepapers_page (14)
NEW QUESTION: 3
Which of the following statements are true in relation to Historical Simulation VaR?
I. Historical Simulation VaR assumes returns are normally distributed but have fat tails II. It uses full revaluation, as opposed to delta or delta-gamma approximations III. A correlation matrix is constructed using historical scenarios IV. It particularly suits new products that may not have a long time series of historical data available
A. II
B. II and III
C. A
D. All of the above
E. I and IV
Answer: C
Explanation:
Explanation
Historical Simulation VaR is conceptually very straightforward: actual prices as seen during the observation period (1 year, 2 years, or other) become the 'scenarios' forming the basis of the valuation of the portfolio. For each scenario, full revaluation is performed, and a P&L data set becomes available from which the desired loss quantile can be extracted.
Historical simulation is based upon actually seen prices over a selected historical period, therefore no distributional assumptions are required. The data is what the data is, and is the distribution. Statement I is therefore not correct.
It uses full revaluation for each historical scenario, therefore statement II is correct.
Since the prices are taken from actual historical observations, a correlation matrix is not required at all.
Statement III is therefore incorrect (it would be true for Monte Carlo and parametric Var).
Historical simulation VaR suffers from the limitation that if enough representative data points are no available during the historical observation period from which the scenarios are drawn, the results would be inaccurate.
This is likely to be the case for new products. Therefore Statement IV is incorrect.