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NEW QUESTION: 1
シスコのハイパーロケーション展開の要件について正しい2つの文はどれですか。 （2つ選択してください。）
A. Cisco CMXでCisco Hyperlocationを有効にした後、APとワイヤレスLANコントローラを再起動する必要があります。
B. Cisco Hyperlocation機能は、ワイヤレスLANコントローラーでのみ有効にする必要があります。
C. ワイヤレスLANコントローラーとCisco CMXでCisco Hyperlocation機能を有効にする必要があります。
D. NTPを構成できますが、これはお勧めできません。
E. Cisco CMXサーバーがVMの場合、Cisco Hyperlocation展開にはハイエンドVMが必要です。
Answer: C,E
Explanation:
Explanation

https://www.cisco.com/c/en/us/products/collateral/wireless/mobility-services-engine/datasheet-c78-734648.html

NEW QUESTION: 2
You are deploying an MPLS network that uses traffic engineering. You are asked to formulate a plan to engineer LSPs and must identify configurable user inputs to do this. Which three inputs would be used? (Choose three.)
A. Source prefix
B. Explicit route
C. Bandwidth requirement
D. Protocol type
E. Administrative group
Answer: B,C,E

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.
Evaluate Walsh's comments regarding the method used to estimate the expected increase in interest rate volatility and the term structure of interest rates.
A. Walsh is correct only with respect to interest rate volatility.
B. Walsh is correct only with respect to interest rate term structure.
C. Walsh is incorrect with respect to both interest rate volatility and term structure.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Option pricing models assume a constant volatility of interest rates but not a constant level of interest rates. Walsh's first statement is incorrect. The market segmentation theory says that the term structure of interest rates is determined solely by the supply/ demand for a given maturity sector. The statement is incorrect, however, because high demand from investors (who wish to lend money) would push interest rates lower, not higher as observed in the term structure. (Study Session 14, LOS 53.e)

NEW QUESTION: 4
You have an Azure subscription named Subscription1. Subscription1 contains a virtual machine named VM1.
You have a computer named Computer1 that runs Windows 10. Computer1 is connected to the Internet.
You add a network interface named Interface1 to VM1 as shown in the exhibit (Click the Exhibit button.)

From Computer1, you attempt to connect to VM1 by using Remote Desktop, but the connection fails.
You need to establish a Remote Desktop connection to VM1.
What should you do first?
A. Delete the DenyAllOutBound outbound port rule.
B. Start VM1.
C. Delete the DenyAllInBound inbound port rule.
D. Attach a network interface.
Answer: B