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NEW QUESTION: 1
A. Option A
B. Option B
C. Option D
D. Option C
Answer: A
Explanation:
A: To properly configure a federation proxy server, the host file on the federation proxy server must have an entry that points to the federation server farm's cluster DNS name and its IP address. This must be performed on all federation proxy servers.
References:
http://office365support.ca/setting-up-adfs-proxy-server-part-1/
Topic 6, Monitor and troubleshoot Office 365 availability and usage
NEW QUESTION: 2
A student asks the trainer an intricate question. Which of the following should the trainer do to interpret the question?
A. Ask the student to hold off until the end of the lecture
B. Review the objectives
C. Occasionally ask for clarification
D. Interrupt the student and answer the question
Answer: C
Explanation:
Explanation/Reference:
Explanation:
NEW QUESTION: 3
Which two protocols can be automatically negotiated between switches for trunking? (Choose two.)
A. PPP
B. DTP
C. DLCI
D. HDLC
E. ISL
F. DOT1Q
Answer: E,F
Explanation:
Explanation/Reference:
Explanation:
Switches such as the Catalyst 3550 that are capable of either 802.1Q or ISL trunking encapsulation, the switchport trunk encapsulation [dot1q | isl | negotiate] interface command must be used prior to the switchport mode trunk command.
Reference: https://learningnetwork.cisco.com/servlet/JiveServlet/previewBody/14792-102-1- 57313/ Dynamic%20Trunking%20Protocol.PDF
NEW QUESTION: 4
Amie Lear, CFA, is a quantitative analyst employed by a brokerage firm. She has been assigned by her supervisor to cover a number of different equity and debt investments. One of the investments is Taylor, Inc. (Taylor), a manufacturer of a wide range of children's toys. Based on her extensive analysis, she determines that her expected return on the stock, given Taylor's risks, is 10%. In applying the capital asset pricing model (CAPM), the result is a 12% rate of return.
For her analysis of the returns of Devon, Inc. (Devon), a manufacturer of high-end sports apparel, Lear intends to use the Fama-French model (FFM). Devon is a small-cap growth stock that has traded at a low market-to-book value in recent years. Lear's analysis has provided a wealth of quantitative information to consider. The return on a value-weighted market index minus the risk-free rate is 5.5%, the small-cap return premium is 3.1%, the value return premium is 2.2%, and the liquidity premium is 3.3%. The risk-free rate is 3.4%. The market, size, relative value, and liquidity betas for Devon are 0.7, -0.3, 1.4, and 1.2, respectively. In estimating the appropriate equity risk premium, Lear has chosen to use the Gordon growth model.
Lear's assistant, Doug Saunders, presents her with a report on macroeconomic multifactor models that includes the following two statements:
Statement 1: Business cycle risk represents the unexpected change in the difference between the return of risky corporate bonds and government bonds.
Statement 2: Confidence risk represents the unexpected change in the level of real business activity.
Lear is also attempting to determine the most appropriate method for determining the required return for Densmore, Inc. (Densmore), a closely held company that is considering a debt issue within the next year.
The company has not previously issued debt securities to the public, relying instead on bank financing.
She realizes that there are a number of models to consider, including the CAPM, multifactor models, and build-up models.
Lear's choice of the Gordon growth model is an example of which of the following types of estimates of the equity risk premium?
A. Historical estimate.
B. Macroeconomic model estimate.
C. Forward-looking estimate.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
The Gordon growth model is a popular method to generate forward-looking estimates using current information and expectations concerning economic and financial variables.
A historical estimate of the equity risk premium consists of the difference between the historical mean return for a broad-based equity market index and a risk-free rate over a given time period.
A macroeconomic model estimate of the equity risk premium is based on the relationships between macroeconomic variables and financial variables. (Study Session 10, LOS 35.b, c, d)