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NEW QUESTION: 1
You have decided to install VirtualCenter on an existing Windows Server running an application that is accessed through standard HTTP and HTTPS connections, ports 80 and 443. What will you need to do in order to successfully deploy VirtualCenter?
A. You must change the VirtualCenter Web Service port to 905 if SDK clients will beused.
B. No additional action is required
C. You must move the application to another server but keep IIS installed and running onports 80 and 443 for use with SDK clients.
D. You must specify alternate VirtualCenter Web Service ports during installation andmanually specify the alternate ports when connecting with the Virtual InfrastructureClient.
Answer: D

NEW QUESTION: 2
You need to ensure that the developers have the necessary permissions to meet the BCS model requirements.
What should you do?
A. Grant Execute permissions to the developers by using the Set Metadata Store Permissions option
B. Grant Execute permissions to the developers by using the Set Object Permissions option
C. Grant Edit permissions to the developers by using the Set Metadata Store Permissions option
D. Grant Edit permissions to the developers by using the Set Object Permissions option
Answer: C

NEW QUESTION: 3
Which two statements are true about Harnesses and Sections? (Choose Two)
A. Harnesses may contain multiple Sections
B. Each Harness contains the same three standard Section rules
C. Harnesses and the Sections they contain need not be built in the same class
D. Sections may contain multiple Harnesses
Answer: A,C

NEW QUESTION: 4
Arrange the following rates in descending order, assuming an upward sloping yield curve:
1. The 10 year zero rate
2. The forward rate from year 9 to 10
3. The yield-to-maturity on a 10 year coupon bearing bond
A. 2, 1, 3
B. 3, 2, 1
C. 1, 2, 3
D. 1, 3, 2
Answer: A
Explanation:
Explanation
This question highlights the difference between zero rates, yield-to-maturity and forward rates. Forward rates are from one point in time to another, for example say from year 4 to 5 in the future. A zero rate is from time
0, or now, to a point in time in the future. The zero rate is dependent on the forward rates for all the different periods from now to the future. The yield curve represents the various zero rates at different points in time, and if it is upward sloping it means forward rates for years further out are greater than the years prior. That is what causes the zero rate yields to increase over time and the curve to slope upwards. So the forward rate from year
9 to 10 will certainly be higher than the 10 year zero rate.
The yield-to-maturity for a bond is the rate at which the payments on the bond discount to be equal to the current bond price. It is therefore the average rate that applies to the bond. This average is based upon the different zero rates for the years in which bond holders receive payments. Since coupons are smaller than the payment at maturity, the zero rate that applies to the payment at maturity will have the most impact on the numerical value of the bond's yield-to-maturity. Also affecting the yield-to-maturity will be the values of the coupon payments, which will be discounted at lower rates when the yield curve is upward sloping. So the yield-to-maturity will be an average lower than the 10 year zero. Since the 10 year zero will be lower than the forward rate from t=9-10, the yield-to-maturity will be the lowest rate of the three.