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NEW QUESTION: 1
Mark wants to implement the ability to store user credentials for future use. What does Mark have to do to implement this behavior?
A. Implement encrypted cache in the Worklight server to store the user login information.
B. Configure the IBM WebSphere Portal and Worklight Servers data sources.
C. This feature is part of the servers and no changes need to be made.
D. Configure form based authentication in the IBM Worklight application.
Answer: A
NEW QUESTION: 2
AWS Shield Standard는 무엇을 제공합니까?
A. WAF 규칙
B. 데이터 암호화
AWS Shield Standard는 추가 비용없이 웹 사이트 또는 애플리케이션을 대상으로하는 일반적이고 가장 자주 발생하는 네트워크 및 전송 계층 DDoS 공격으로부터 모든 AWS 고객을 보호합니다.
C. ID 및 액세스 관리 (IAM) 권한 및 리소스에 대한 액세스
D. DDoS 보호
Answer: D
NEW QUESTION: 3
Which three actions should be taken before deploying a firewall evaluation unit in the customer's environment? (Choose three.)
A. Reset the evaluation unit to factory default to ensure that data from any previous customer evaluation is removed.
B. Inform the customer that they will need to provide a SPAN port for the evaluation unit assuming a TAP mode deployment.
C. Set expectations around which information will be presented in the Security Lifecycle Review because sensitive information may be made visible.
D. Request that the customs make port 3978 available to allow the evaluation unit to communicate with Panorama.
E. Upgrade the evaluation unit to the most current recommended firmware, unless a demo of the upgrade process is planned.
Answer: A,B,E
NEW QUESTION: 4
Tamara Ogle, CFA, and Isaac Segovia, CAIA, are portfolio managers for Luca's Investment Management (Luca's). Ogle and Segovia both manage large institutional investment portfolios for Luca's and are researching portfolio optimization strategies.
Ogle and Segovia begin by researching the merits of active versus passive portfolio management. Ogle advocates a passive approach, pointing out that on a risk-adjusted basis, most managers cannot beat a passive index strategy. Segovia points out that there will always be a need for active portfolio managers because as prices deviate from fair value, active managers will bring prices back into equilibrium. They determine that Treynor-Black models permit active management within the context of normally efficient markets.
Ogle decides to implement Treynor-Black models in her practice and starts the implementation process. In conversations with her largest client's risk manager, Jim King, FRM, she is asked about separation theorem in relation to active portfolio management. She responds that separation theorem more properly relates to asset prices deviating from and gravitating toward their theoretical fair price. King next asks Ogle about the differences between the Sharpe ratio and the information ratio and the difference between the security market line (SML) and the capital market line (CML).
After reallocating her client portfolios based on using the Treynor-Black model, Ogle discusses the results with Segovia. Ogle states that she is satisfied with the current methodology, but given her preference for passive management, she is still concerned about relying on analyst's forecasts. Segovia tells Ogle that he will research methods for modifying the Treynor-Black model to account for analyst forecasts.
The optimal portfolio for an investor under the Treynor-Black model:
A. depends on analyst forecast accuracy.
B. depends on the unsystematic risk of mispriced securities.
C. is not sensitive to a change in the risk-free rate of interest.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
While theTrcynor-Black model can be modified to include analyst forecast accuracy in the calculation of active portfolio weights, this is not part of the model itself. The unsystematic risk of securities in the active portfolio is an important input into the information ratio and active portfolio weights. A change in the risk- free rate can be expected to change an investor's allocation between the risk-free asset and the optimal risky portfolio and will change the estimates of abnormal returns (alpha) for active portfolio stocks and, thereby, their portfolio weights. (Study Session 18, LOS 67.b)