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NEW QUESTION: 1
You have a Microsoft SQL Server 2019 instance in an on-premises datacenter. The instance contains a 4-TB database named DB1.
You plan to migrate DB1 to an Azure SQL Database managed instance.
What should you use to minimize downtime and data loss during the migration?
D18912E1457D5D1DDCBD40AB3BF70D5D
A. log shipping
B. distributed availability groups
C. Database Migration Assistant
D. database mirroring
Answer: B
Explanation:
The Data Migration Assistant (DMA) helps you upgrade to a modern data platform by detecting compatibility issues that can impact database functionality in your new version of SQL Server or Azure SQL Database. DMA recommends performance and reliability improvements for your target environment and allows you to move your schema, data, and uncontained objects from your source server to your target server.
Note: SQL Managed Instance supports the following database migration options (currently these are the only supported migration methods):
Azure Database Migration Service - migration with near-zero downtime.
Native RESTORE DATABASE FROM URL - uses native backups from SQL Server and requires some downtime.
Reference:
https://docs.microsoft.com/en-us/sql/dma/dma-overview
NEW QUESTION: 2
展示を参照してください。
エンジニアはRESTCONFを使用してPythonスクリプトを作成し、ホスト名情報を表示します。テストできるようにコードを完成させる必要があります。展示のハイライトされた領域を完成させる文字列はどれですか。
A. yang-data+json
B. yang.data+json
C. yang +json
D. json
Answer: A
NEW QUESTION: 3
管理者がCitrix NetScalerとVMware Identity Managerを含むCitrix展開を利用するには、管理者は何を展開する必要がありますか？
A. Citrix web interface
B. Citrix Receiver
C. Integration Broker
D. A custom ICA file
Answer: C
NEW QUESTION: 4
Millennium Investments (MI), an investment advisory firm, relies on mean-variance analysis to advise its clients. Mi's advisors make asset allocation recommendations by selecting the mix of assets along the capital allocation line that is most appropriate for each client.
One of MPs clients, Edward Alverson, 60 years of age, requests an analysis of four risky mutual funds (Fund W, Fund X, Fund Y, and Fund Z). After examining the four funds, MI finds that all four mutual funds are equally weighted portfolios, and that all of the funds, except Fund Z, are mean-variance efficient. MI also finds that the correlations between all pairs of the mutual funds are less than one.
MI calculates the average variance of returns across all assets within each mutual fund, the average covariance of returns across all pairs of assets within each mutual fund, and each mutual fund's total variance of returns. The results of Mi's calculations are reported in Exhibit 1.
During his meeting with the MT advisors, Alverson explains that he will retire soon, and, consequently, is highly risk-averse. Alverson agrees with Mi's reliance on mean-variance analysis and makes the following statements:
Statement 1: All portfolios lying on the minimum variance frontier are desirable portfolios.
Statement 2: Because I am highly risk-averse, I expect that my investment portfolio on the capital allocation line will have risk and return equal to that of the global minimum variance portfolio.
MI operates under the assumption that all investors agree on the forecasts of asset expected returns, variances, and correlations. Based on these assumptions, MI created the Millennium Investments 5000 Fund (MI-5000), which is a market value-weighted portfolio of all assets in the market. MI derives the forecasts for the MI-5000 Fund and for a fund comprising short-term government securities shown in Exhibit 2.
According to the capital market forecasts provided in Exhibit 2, the intercept and slope of the capital market line are:
Intercept ;Slope
A. 0.12 ;0.07
B. 0.05 ;0.07
C. 0.05 ;0.35
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Note that the MI-5000 Fund is the "market portfolio" that applies relative market value weights across assets in the portfolio. The Government Securities Fund has a standard deviation of zero, so it is the risk- free asset. Therefore, the data reported in Exhibit 2 provide the inputs needed to derive the capital market line. The intercept of the capital market line equals the risk-free rate (0.05), and the slope of the capital market line equals the Sharpe ratio for the optimal risky portfolio, the MI-5000: