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NEW QUESTION: 1
HOTSPOT
Your company has a main office and a branch office. An Active Directory site exists for each office.
The network contains an Active Directory forest named contoso.com. The contoso.com domain contains two member servers named Server1 and Server2. All servers run Windows Server 2012 R2. Client computers run either Windows 7 or Windows 8.1.
In the main office, you configure Server1 as a file server that uses BranchCache.
In the branch office, you configure Server2 as a BranchCache hosted cache server.
You are creating a Group Policy for the branch office site.
You need to configure the client computers to use Server2 as a BranchCache hosted cache server.
Which two Group Policy settings should you configure?
To answer, select the appropriate two settings in the answer area.
Hot Area:
Answer:
Explanation:
Explanation/Reference:
References: https://technet.microsoft.com/en-us/library/ee649153(v=ws.10).aspx
NEW QUESTION: 2
A company has updated the method it uses to initiate projects. The company requires
RFPs from three vendors, and low and high bids must be rejected to determine the selected vendor.
Which of the following terms describe this requirement?
A. Outsourcing
B. Business process change
C. Business acquisition
D. Internal reorganization
Answer: A
Explanation:
References: Kim Heldman, CompTIA Project+ Study Guide, 2nd Edition, Sybex,
Indianapolis, 2017, p. 297
NEW QUESTION: 3
Due to a hardware failure, it appears that there may be some corruption in database DB_1 as DB2 is reporting a "bad page". DB2DART is performed for the entire database and it appears that several bad pages were detected in table space TBSP_1. What command can be used to recover the database and repair the corruption in table space TBSP_1?
A. RESTART DATABASE
B. RECOVER DATABASE
C. ROLLFORWARD DATABASE
D. RESTORE TABLESPACE
Answer: B
Explanation:
Explanation/Reference:
Explanation:
NEW QUESTION: 4
Eugene Price, CFA, a portfolio manager for the American Universal Fund (AUF), has been directed to pursue a contingent immunization strategy for a portfolio with a current market value of $100 million. AUF's trustees are not willing to accept a rate of return less than 6% over the next five years. The trustees have also stated that they believe an immunization rate of 8% is attainable in today's market. Price has decided to implement this strategy by initially purchasing $100 million in 10-year bonds with an annual coupon rate of 8.0%, paid semiannually.
Price forecasts that the prevailing immunization rate and market rate for the bonds will both rise from 8% to
9% in one year.
While Price is conducting his immunization strategy he is approached by April Banks, a newly hired junior analyst at AUF. Banks is wondering what steps need to be taken to immunize a portfolio with multiple liabilities. Price states that the concept of single liability immunization can fortunately be extended to address the issue of immunizing a portfolio with multiple liabilities. He further states that there are two methods for managing multiple liabilities. The first method is cash flow matching which involves finding a bond with a maturity date equal to the liability payment date, buying enough in par value of that bond so that the principal and final coupon fully fund the last liability, and continuing this process until all liabilities are matched. The second method is horizon matching which ensures that the assets and liabilities have the same present values and durations.
Price warns Banks about the dangers of immunization risk. He states that it is impossible to have a portfolio with zero immunization risk, because reinvestment risk will always be present. Price tells Banks,
"Be cognizant of the dispersion of cash flows when conducting an immunization strategy. When there is a high dispersion of cash flows about the horizon date, immunization risk is high. It is better to have cash flows concentrated around the investment horizon, since immunization risk is reduced." The initial dollar safety margin is closest to:
A. $9.21 million.
B. $34.39 million.
C. $42.74 million.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
The required terminal value at the initial safety net return of 6% is:
$100 million (1.03)10 = $134.39 million
The amount required to achieve the required terminal value at the current immunization rate of 8% over the five remaining years is 134.39 million / (1.04)10 = $90.79 million.
So, the dollar safety margin is $100 million - $90.79 million = $9.21 million. (Study Session 9, LOS 29.i)