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NEW QUESTION: 1
Examine the contents of a SQL*Loader control file:
Which three statements are true regarding the SQL*Loader operation performed by using the control file?
(Choose three.)
A. The SQL*Loader operation fails because no record terminators are specified.
B. The SQL*Loader operation assumes that the data files are stream record format files with a normal carriage return string as the record terminator.
C. An EMP table is created if a table does not exist. Otherwise, the EMP table is appended with the loaded data.
D. The SQL*Loader data file myfile1.dat has the column names for the EMP table.
E. Field names should be on the first line in both the SQL*Loader data files.
Answer: B,C,D
Explanation:
Explanation
A: The APPEND keyword tells SQL*Loader to preserve any preexisting data in the table. Other options allow you to delete preexisting data, or to fail with an error if the table is not empty to begin with.
B (not D):
Note:
* SQL*Loader-00210: first data file is empty, cannot process the FIELD NAMES record Cause: The data file listed in the next message was empty. Therefore, the FIELD NAMES FIRST FILE directive could not be processed.
Action: Check the listed data file and fix it. Then retry the operation E:
* A comma-separated values (CSV) (also sometimes called character-separated values, because the separator character does not have to be a comma) file stores tabular data (numbers and text) in plain-text form. Plain text means that the file is a sequence of characters, with no data that has to be interpreted instead, as binary numbers. A CSV file consists of any number of records, separated by line breaks of some kind; each record consists of fields, separated by some other character or string, most commonly a literal comma or tab. Usually, all records have an identical sequence of fields.
* Fields with embedded commas must be quoted.
Example:
1997,Ford,E350,"Super, luxurious truck"
Note:
* SQL*Loader is a bulk loader utility used for moving data from external files into the Oracle database.
NEW QUESTION: 2
You have two servers named Server1 and Server2 that run Windows Server 2016.
You plan to implement Storage Replica to replicate the contents of volumes on Server1 to Server2.
You need to ensure that the replication traffic between the servers is limited to a maximum of 100 Mbps.
Which cmdlet should you run?
A. Set-SmbBandwidthLimit
B. Set-NetTCPSetting
C. New-StorageQosPolicy
D. Set-NetUDPSetting
Answer: A
NEW QUESTION: 3
William Bliss, CFA, runs a hedge fund that uses both managed futures strategies and positions in physical commodities. He is reviewing his operations and strategies to increase the return of the fund. Bliss has just hired Joseph Kanter, CFA, to help him manage the fund because he realizes that he needs to increase his trading activity in futures and to engage in futures strategies other than fully hedged, passively managed positions. Bliss also hired Kanter because of Kantcr's experience with swaps, which Bliss hopes to add to his choice of investment tools.
Bliss explains to Kanter that his clients pay 2% on assets under management and a 20% incentive fee.
The incentive fee is based on profits after having subtracted the risk-free rate, which is the fund's basic hurdle rate, and there is a high water mark provision. Bliss is hoping that Kanter can help his business because his firm did not earn an incentive fee this past year. This was the case despite the fact that, after two years of losses, the value of the fund increased 14% during the previous year. That increase occurred without any new capital contributed from clients. Bliss is optimistic about the near future because the term structure of futures prices is particularly favorable for earning higher returns from long futures positions.
Kanter says he has seen research that indicates inflation may increase in the next few years. He states this should increase the opportunity to earn a higher return in commodities and suggests taking a large, margined position in a broad commodity index. This would offer an enhanced return that would attract investors holding only stocks and bonds. Bliss mentions that not all commodity prices are positively correlated with inflation so it may be better to choose particular types of commodities in which to invest.
Furthermore, Bliss adds that commodities traditionally have not outperformed stocks and bonds either on a risk-adjusted or absolute basis. Kanter says he will research companies who do business in commodities, because buying the stock of those companies to gain commodity exposure is an efficient and effective method for gaining indirect exposure to commodities.
Bliss agrees that his fund should increase its exposure to commodities and wants Kanter's help in using swaps to gain such exposure. Bliss asks Kanter to enter into a swap with a relatively short horizon to demonstrate how a commodity swap works. Bliss notes that the futures prices of oil for six months, one year, eighteen months, and two years are $55, S54, $52, and $5 1 per barrel, respectively, and the risk- free rate is less than 2%.
Bliss asks how a seasonal component could be added to such a swap. Specifically, he asks if either the notional principal or the swap price can be higher during the reset closest to the winter season and lower for the reset period closest to the summer season. This would allow the swap to more effectively hedge a commodity like oil, which would have a higher demand in the winter than the summer. Kanter says that a swap can only have seasonal swap prices, and the notional principal must stay constanl. Thus, the solution in such a case would be to enter into two swaps, one that has an annual reset in the winter and one that has an annual reset in the summer.
Bliss is optimistic about the near future because the term structure of futures prices is particularly favorable for earning higher returns from long positions. This would be the case if the term structure is:
A. negative but upward sloping.
B. negative and steep.
C. negative and relatively flat.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Similar to a term structure of interest rates, the term structure of futures prices shows the relationship at a point in time between futures prices and time to maturity. When the term structure is negative, longer term contracts have lower prices than shorter term contracts, so the curve has a negative slope. "With the passage of time, the maturity of a long-term contract shortens and its price rises to that of a shorter-term contract. Thus, an investor can go long a long-term contract and profit as time passes, and the steeper the curve (the greater the backwardation), the greater the potential returns. (Study Session 13, LOS 37.n)
NEW QUESTION: 4
セキュリティアナリストは、定量的なリスク分析を行っています。リスク分析では、脅威やイベントが発生するたびに金銭的な損失が発生する可能性があります。この要件を前提として、アナリストがこの値を決定する際に役立つ概念はどれですか？ （2つ選択してください）
A. ALE
B. ARO
C. EF
D. AV
E. ROI
Answer: C,D
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