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NEW QUESTION: 1
Which of the following service delivery processes has the goal to produce, agreed on, timely, reliable, and accurate reports for the effective communication?
A. Capacity management
B. Service level management
C. Service reporting
D. Information security management
Answer: C
NEW QUESTION: 2
別紙をご参照ください。
基礎となる物理トポロジでMTUが構成されており、トンネルインターフェイスでMTUコマンドが構成されていません。 DFビットがクリアされていると想定して、1500バイトのIPv4パケットがホストXからホストYへGREトンネルを通過するとどうなりますか？
A. パケットはルーターBで破棄されます
B. パケットはルーターAで破棄されます
C. パケットはフラグメンテーションなしでルーターCに到着します。
D. パケットはフラグメント化されたルーターCに到着します。
Answer: D
Explanation:
NEW QUESTION: 3
A. Option C
B. Option D
C. Option B
D. Option A
Answer: C
Explanation:
Generally AWS ELB routes each request to a zone with the minimum load. The Elastic Load Balancer
provides a feature called sticky session which binds the user's session with a specific EC2 instance. The
load balancer uses a special load-balancer-generated cookie to track the application instance for each
request. When the load balancer receives a request, it first checks to see if this cookie is present in the
request. If so, the request is sent to the application instance specified in the cookie. If there is no cookie,
the load balancer chooses an application instance based on the existing load balancing algorithm. A
cookie is inserted into the response for binding subsequent requests from the same user to that
application instance.
Reference:
http://docs.aws.amazon.com/ElasticLoadBalancing/latest/DeveloperGuide/US_StickySessions.html
NEW QUESTION: 4
A portfolio has two loans, A and B, each worth $1m. The probability of default of loan A is 10% and that of loan B is 15%. The probability of both loans defaulting together is 1%. Calculate the expected loss on the portfolio.
A. 0
B. 1
C. 2
D. 3
Answer: C
Explanation:
Explanation
The easiest way to answer this question is to ignore the joint probability of default as that is irrelevant to expected losses. The joint probability of default impacts the volatility of the losses, but not the expected amount. One way to think about it is to think of asset portfolios, where diversification reduces risk (ie standard deviation) but the expected returns are nothing but the average of the expected returns in the portfolio. Just as the expected returns of the portfolio are not affected by the volatility or correlations (these affect standard deviation), in the same way the joint probability of default does not affect the expected losses. Therefore the expected losses for this portfolio are simply $1m x 10% + $1m x 15% = $250,000.
This can also be seen from the lens of a joint probability distribution as follows:
There are four possibilities for this portfolio:
- Only loan A defaults: loss of $1m: 9% probability
- Only loan B defaults: loss of $1m: 14% probability
- Both loan A and B default: loss of $2m: 1% probability
- Neither A nor B default: loss of $0m: 76% probability
Therefore the expected losses on the portfolio are ($1m x 9%) + ($1m x 14%) + ($2m x 1%) + ($0m x 76%) =
$250,000.
(Notes: How is the above table calculated? The totals (10%, 90%, 15% and 85%) are filled in first. The top left cell (both A & B default) is given as 1%. We can now calculate the rest of the cells as the totals are known.)