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NEW QUESTION: 1
How can you configure the generation of deep links?
A. by configuring the Destination URL template in the Deeplink URL rule
B. by configuring a set of Deeplink URL rules (Comment - not sure that without setting rule it will work or not?)
C. by configuring the mobile.deeplink.url.template property in your
local.properties file
D. by setting the baseUrl in the DeeplinkUrl item instance
Answer: A,D
NEW QUESTION: 2
Which subnet range should not be used for VNX iSCSI ports because of the static management service ports?
A. 10.254.0.0/16
B. 10.77.77.0/24
C. 192.168.123.0/24
D. 128.221.0.0/16
Answer: D
NEW QUESTION: 3
Which statement is true about the dump and load operation?
A. Objects in the target repository will always have the same r_object_id as the corresponding object in the source repository.
B. The source and target repositories must be the same version, but may use different code pages.
C. Aspects associated with a dumped object are not included in the dump file.
D. Content stored in external file storage may be included in a dump file, but blob or turbo storage may not.
Answer: C
NEW QUESTION: 4
Which of the following decisions need to be made as part of laying down a system for calculating VaR:
I. How returns are calculated, eg absoluted returns, log returns or relative/percentage returns II. Whether VaR is calculated based on historical simulation, Monte Carlo, or is computed parametrically III. Whether binary/digital options are included in the portfolio positions IV. How volatility is estimated
A. I, II and IV
B. II and IV
C. All of the above
D. I and III
Answer: A
Explanation:
Explanation
While conceptually VaR is a fairly straightforward concept, a number of decisions need to be made to select between the different choices available for the exact mechanism to be used for the calculations.
There is more than one way to calculate returns. Absolute returns may be relevant for risk factors where the size of the movement is unrelated to its current value. For other risk factors, the returns might scale with the size of the existing value of the risk factor, eg equity prices. The right return definition needs to be adopted for each risk factor, therefore 'I' is a correct choice.
The risk analyst has a Choice 'b'etween parametric VaR, Monte Carlo, and historical simulation based VaR. 'II' therefore is one of the decisions that needs to be made (though historical simulation is the choice most often made).
The decision as to what to include in a portfolio is not a decision that is affected by choices made for VaR calculations. 'III' is therefore not a correct answer.
There are multiple ways to calculate volatility - including decisions on how long back in time to go for the data, and whether volatility clustering needs to be accounted for using EWMA or GARCH. Therefore 'IV' is a correct answer.