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NEW QUESTION: 1
You use a web browser to log in to a application that is deployed to WebLogic server. When you click a link named "publish" on the site, an Access Denied" message appears.
Which two statements are true about this server's security configuration?
A. Your user account exists in an authentication provider.
B. Your user account has expired.
C. A security realms is not configured in this domain.
D. A security policy is attached to the "publish" link URL.
E. The application is not associated with any security roles.
Answer: A,D
NEW QUESTION: 2
会社には、次のアーキテクチャを持つAmazon EC2デプロイメントがあります。
* 8つのm4.xlargeインスタンスを含むアプリケーション層
*クラシックロードバランサー
*永続データストアとしてのAmazon S3
EC2インスタンスの1つが失敗した後、ユーザーはリクエストの処理が非常に遅いと報告しています。ソリューションアーキテクトは、システムの信頼性を最大化するために設計変更を推奨する必要があります。ソリューションはコストを最小限に抑える必要があります。
ソリューションアーキテクトは何を推奨すべきですか？
A. アプリケーション層を4つのm4.2xlargeインスタンスに置き換えます
B. AWS Lambda関数を使用して、既存のEC2インスタンスをサーバーレスデプロイメントに移行します
C. クラシックロードバランサーをアプリケーションロードバランサーに変更する
D. アプリケーション層をAuto Scalingグループのm4.largeインスタンスに置き換えます
Answer: C
Explanation:
Explanation
By default, connection draining is enabled for Application Load Balancers but must be enabled for Classic Load Balancers. When Connection Draining is enabled and configured, the process of deregistering an instance from an Elastic Load Balancer gains an additional step. For the duration of the configured timeout, the load balancer will allow existing, in-flight requests made to an instance to complete, but it will not send any new requests to the instance. During this time, the API will report the status of the instance as InService, along with a message stating that "Instance deregistration currently in progress." Once the timeout is reached, any remaining connections will be forcibly closed.
https://docs.aws.amazon.com/autoscaling/ec2/userguide/attach-load-balancer-asg.htmlhttps://aws.amazon.com/b
NEW QUESTION: 3
Jack Thomas and Tim Bentley are analysts for Bond Analytics (BA). BA provides bond analysis for mutual fund managers, hedge fund managers, and institutional money managers in the United States. BA specializes in the valuation of international bonds and callable bonds, using intrasector analysis to find undervalued bonds. In addition to valuing the bonds, they also advise clients on whether to hedge currency risk for international bonds. Thomas has been a particularly strong advocate of hedging the currency risk of international bonds, especially in emerging markets, using forward contracts when they are available.
At a morning meeting, Thomas and Bentley are trying to decide whether to hedge the currency risk of a large issue of bonds from a Thai manufacturer of pressed steel, Nakhon Metals. The client considering purchasing the bonds is a large U.S. mutual fund, Epsilon Funds. Epsilon has started to explore the possibility of earning higher returns through currency management using forward contracts. Thomas and Bentley discuss the various hedges of currency risk for the Nakhon Metals bond. One possibility is using a forward hedge position on the Thai baht. A second possibility is using forward contracts where the baht is delivered for Korean won. Thomas states that the second hedge would be pursued if the won was expected to appreciate more against the U.S. dollar than the baht. In the second hedge, the manager would sell won for dollars at the future spot rate.
Thomas and Bentley gather the following information on the expected changes in the various currencies, the 1-year cash rates in the respective countries, and the expected return on the Nakhon bond.
Additionally, the Nakhon Metals bond has a duration of 7.30 and is being compared against a bond denominated in U.S. dollars, issued by Powhatan Industries. The Powhatan bond has a duration of 4.2 and a yield of 4.50%. Whichever bond is purchased will be held for the next year. Thomas projects that the yield for the Nakhon Metals bond is expected to increase by I 5 basis points while the yield on the Powhatan Industries bond is expected to stay constant.
The following day, Thomas and Bentley discuss the market for and valuation of callable and long duration bonds. They believe that interest rates are temporarily low and for this reason want to be careful about their bond investments. Although they could hedge interest rate risk, they prefer not to because they believe it reduces the ultimate long-term return.
Thomas says that due to secular changes in the bond market, bonds with structures are expected to become more scarce. He says that the problem with callable bonds has been that they typically trade at a premium due to their scarcity. Bentley states that bonds with long durations also trade at a premium because they are scarce as well.
Thomas states that the performance of callables and non-callables may differ when interest rates change due to the inherent call risk. He discusses the relative performance under two scenarios:
* Scenario A: Interest rates are near coupon rates and fall for both callables and non-callables by the same amount.
* Scenario B: Interest rates are historically very low and rise for both callables and non-callables by the same amount.
Which of the following best describes the relative performance of callables and non-callables under the two scenarios?
A. Callables will outperform non-callables under scenario B only.
B. Callables will outperform non-callables under both scenarios.
C. Callables will outperform non-callables under scenario A only.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
When interest rates are near coupon rates and fall for callables and non-callables, non-callables will increase in value more than callables. This is because the price of a callable is depressed as the value of the embedded option increases with the drop in interest rates. Under scenario A, therefore, non-callables outperform callables.
When interest rates are historically very low and rise for both callables and non-callables, the value of the non-callable will fall faster than the value of the callable bond. Therefore, under scenario B the callable will outperform the non-callable. (Study Session 9, LOS 30.e)