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NEW QUESTION: 1
Refer to the exhibit.

An engineer must block all traffic from a router to its directly connected subnet 209.165.200.0/24. The engineer applies access control list EGRESS in the outbound direction on the GigabitEthernet0/0 interface of the router However, the router can still ping hosts on the 209.165.200.0/24 subnet. Which explanation of this behavior is true?
A. After an access control list is applied to an interface, that interface must be shut and no shut for the access control list to take effect.
B. Access control lists that are applied outbound to a router interface do not affect traffic that is sourced from the router.
C. The access control list must contain an explicit deny to block traffic from the router.
D. Only standard access control lists can block traffic from a source IP address.
Answer: B

NEW QUESTION: 2
Universal Containersの管理者は、最近更新されたDeveloper Proサンドボックスで承認プロセスをテストしており、通知メールが承認者に送信されていないことを発見しています。この原因は何でしょうか？ 2つの答えを選んでください
A. 配信アクセスレベル設定が正しくありません
B. ワークフローメールはフルサンドボックスでのみ機能します
C. HTMLテンプレートはサンドボックスでは使用できません
D. ユーザーのメールアドレスが間違っています
Answer: A,D

NEW QUESTION: 3
Click on the exhibit.

The numbers beside the links are the metrics for that link.
Given the diagram, what path will traffic follow from router R1 to router R7, and from router R7 to router
R1, if IS-IS is the routing protocol?
A. Router R1 to router R7 will follow (R1-R2-R4-R6-R7). Router R7 to R1 will follow (R7-R6-R4-R2-R1)
B. Router R1 to router R7 will follow (R1-R3-R5-R6-R7). Router R7 to R1 will follow (R7-R6-R5-R3-R1)
C. Router R1 to router R7 will follow (R1-R3-R5-R6-R7). Router R7 to R1 will follow (R7-R6-R4-R2-R1)
D. Router R1 to router R7 will follow (R1-R2-R4-R6-R7). Router R7 to R1 will follow (R7-R6-R5-R3-R1)
Answer: C

NEW QUESTION: 4
The sensitivity (delta) of a portfolio to a single point move in the value of the S&P500 is $100. If the current level of the S&P500 is 2000, and has a one day volatility of 1%, what is the value-at-risk for this portfolio at the 99% confidence and a horizon of 10 days? What is this method of calculating VaR called?
A. $4,660, Monte Carlo simulation VaR
B. $4,660, parametric VaR
C. $14,736, parametric VaR
D. $14,736, historical simulation VaR
Answer: C
Explanation:
Explanation
If the current level of the S&P 500 is 2000, and a single day volatility is 1%, and the delta (ie change in portfolio value from a one point change) is $100, then the 1 day volatility for the portfolio in dollars is 2000 *
1% * $100 = $2,000.
At the 99% confidence level, the value of the inverse cumulative density function for the normal distribution is
2.33 (=NORMSINV(99%), in Excel). Therefore the 1 day VaR will be 2.33 * $2000 = $4,660. Extending it to
10 days using the square root of time rule, we get the 10 day VaR as equal to SQRT(10)*4660 = $14,736.
Since this method of calculating VaR relies upon a delta approximation of a risk factor (in this case the S&P500), it is the parametric approach to calculating VaR (the other methods being historical simulation, and Monte Carlo simulation).
The
2015 Handbook provides an excellent example of parametric (and other) VaR calculations in Chapter 3 of Volume III of Book 3. The spreadsheet used for the illustration can be downloaded from
http://www.prmia.org/prm-exam/handbook-resources.