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NEW QUESTION: 1
What is a function of the management interface of cloud services?
A. Presents functional content of a service for computing
B. Enables consumers to control their use of rented services
C. Sequences system functions programmatically
D. Provides a standard to develop a service enablement roadmap
Answer: B

NEW QUESTION: 2
本番IaaSデータベースサーバーはPCIデータを含み、重要なビジネス機能です。 CABは、QAとPRODの通常のコード変更リリースを30分間隔で実行し、最大1時間持続することを承認しました。クラウドDBAチームは予定より45分遅れているため、QAの開始時間を逃しています。クラウドDBAとして、コード変更を適用するための最善の行動方針は次のうちどれですか。
A. QAをスキップし、コード変更をPRODに適用して時間要件を満たします
B. 承認のために別の時間に別の変更リクエストを再送信します
C. 緊急CAB承認を送信して、時間を営業時間外に変更します。
D. CABリクエストの時間を変更し、より都合のよい時間にコード変更を適用します
Answer: C

NEW QUESTION: 3
Which three protocols are connectionless? (Choose three.)
A. DNS
B. ICMP
C. Telnet
D. TFTP
E. SSH
Answer: A,B,D

NEW QUESTION: 4
Samuel Edson, CFA, portfolio manager for Driver Associates, employs a multifactor model to evaluate individual stocks and portfolios. Edson examines several possible risk factors and finds two that are priced in the marketplace. These two factors are investor sentiment (IS) risk and business cycle (BC) risk. Edson manages three equity portfolios (A, Bt and Q and derives the following relationships for each portfolio, as well as for the S&P 500 stock market index:

Portfolios A and B are well-diversified, while C is a less than fully diversified, value-oriented portfolio. FJS is the surprise in investor sentiment, and FBC is the surprise in the business cycle. Surprises in the risk factors are defined as the difference between the actual value and the predicted value.
Exhibit 1 provides data for the actual and predicted values for the investor sentiment and business cycle risk factors.

Driver Associates uses a two-factor Arbitrage Pricing Model to develop equilibrium expected returns for individual stocks and portfolios:

Driver Associates uses Portfolios D, E, and F as part of their risk management strategies. Which of these portfolios are factor portfolios?
A. Portfolios D and F.
B. Portfolio F only.
C. Portfolios D and E.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
A portfolio that has a sensitivity of 1.0 to one of the macroeconomic factors> and zero sensitivity to the remaining macroeconomic factors is called a factor portfolio. Portfolios D and E are factor portfolios. A portfolio that has factor sensitivities that equal the sensitivities of the benchmark is called a tracking portfolio. Portfolio F has factor sensitivities that exactly match those of the S&P 500. (Study Session 18, LOS 64-m)