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NEW QUESTION: 1
企業ネットワーク上の複数のノードで複数の無関係なセキュリティイベントが発生したと思われます。すべてのログを確認し、必要に応じてイベントを関連付けて、各ノードをクリックして各セキュリティイベントを検出する必要があります。ログに修復が必要なセキュリティイベントが示されている場合にのみ、修正アクションを選択します。適切な修正アクションをドラッグアンドドロップして、影響を受ける各デバイスで発生する特定のセキュリティイベントを軽減します。
手順：
Webサーバー、データベースサーバー、IDS、開発用PC、経理用PC、マーケティング用PCはクリック可能です。一部のアクションは不要な場合があり、各アクションはノードごとに1回のみ使用できます。是正措置の順序は重要ではありません。いつでもシミュレーションの初期状態に戻す場合は、[リセット]ボタンを選択してください。シミュレーションが完了したら、[完了]ボタンを選択して送信してください。シミュレーションが送信されたら、[次へ]ボタンを選択して続行してください。
A. IDS-WAF
開発PC-NIPS
会計PC-HIPS
データベースの安全なコーディング
B. IDS-WAF
開発PC-NIPS
会計PC-HIPS
マーケティングPC-アプリケーションのホワイトリスト登録
Webサーバー-サーバー側の検証
データベースの安全なコーディング
Answer: B
NEW QUESTION: 2
SAP HANAコックピット2.0で実行できるデータベース管理タスクはどれですか？
正解をお選びください。
応答：
A. テナントのデータスナップショットを作成します
B. テーブルの使用状況を監視する
C. バックアップチェックを実行します
D. 応答しないシステムのトラブルシューティング。
Answer: B
NEW QUESTION: 3
The rate of dividend on a stock goes up. What is the effect on the price of a put option on this stock?
A. It may affect the put value either way depending upon the risk-free rate
B. It decreases the value of the put
C. It does not affect the value of the put
D. It increases the value of the put
Answer: D
Explanation:
Explanation
Everything else remaining the same, an increase in the rate of dividends causes the value of call options to fall and the value of put options to rise. Therefore, Choice 'b' is the correct answer. (In the exam, the question could address either a call or a put option, so be aware of the answer in either case).
To understand this, consider how dividends are accounted for when valuing an option using the Black Scholes model. Future dividends are discounted to the present using the risk free rate and this discounted value is reduced from the spot price used in the BSM valuation. Effectively, this reduces the spot price used in the BSM formula. When the spot price reduces, and the exercise price remains the same, then the value of the call option goes down. In the same way, when spot price is reduced by the present value of dividends (and the exercise price stays the same), obviously the put option becomes more valuable. Therefore an increase in the rate of dividends increases the value of the put option.
There is another intuitive way to think about this: A call option is like a long position in the stock, but the holder of the call option is not entitled to receive dividends (unlike the holder of the stock). Since the holder of the call option has to forego the dividends, he is willing to pay less for the option; or in other words, the value of the call reduces.
In the same way, a put option is like having a short position in the stock. The holder of the short position has to borrow the stock in order to get into the short position in the first place. When dividends are paid, the holder of the short stock position has to make good any dividends that might be paid to the lender of the stock. The holder of a put option does not have to make any such payments. Therefore the put option is more valuable, and the existence of dividends (or an increase in dividends) increases the value of the put option.
(Try this out using the Black Scholes Excel model given under the tutorials by varying the spot price.)