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NEW QUESTION: 1
You discover that VM3 does NOT meet the technical requirements.
You need to verify whether the issue relates to the NSGs.
What should you use?
A. the security recommendations in Azure Advisor
B. Diagnose and solve problems in Traffic Manager profiles
C. IP flow verify in Azure Network Watcher
D. Diagram in VNet1
E. Diagnostic settings in Azure Monitor
Answer: C
Explanation:
Explanation
Scenario: Contoso must meet technical requirements including:
Ensure that VM3 can establish outbound connections over TCP port 8080 to the applications servers in the Montreal office.
IP flow verify checks if a packet is allowed or denied to or from a virtual machine. The information consists of direction, protocol, local IP, remote IP, local port, and remote port. If the packet is denied by a security group, the name of the rule that denied the packet is returned. While any source or destination IP can be chosen, IP flow verify helps administrators quickly diagnose connectivity issues from or to the internet and from or to the on-premises environment.
References:
https://docs.microsoft.com/en-us/azure/network-watcher/network-watcher-ip-flow-verify-overview
NEW QUESTION: 2
The PN is caring for a client with diabetes insipidus. The nurse can expect the lab work to show:
A. elevated urine osmolarity and elevated serum osmolarity.
B. decreased urine osmolarity and decreased serum osmolarity.
C. elevated urine osmolarity and decreased serum osmolarity.
D. decreased urine osmolarity and elevated serum osmolarity.
Answer: D
Explanation:
Explanation/Reference:
Explanation:
In diabetes insipidus, the pituitary releases too much antidiuretic hormone (ADH) causing the client to produce a large amount of dilute (decreased osmolarity) urine and causing dehydration (elevated serum osmolarity). Choice 3 might be seen in a client with SIADH (syndrome ofinappropriate ADH). Choices 1 and 2 generally don't occur - urine and serum osmolarity typically move in opposite directions.
Physiological Adaptation
NEW QUESTION: 3
Tamara Ogle, CFA, and Isaac Segovia, CAIA, are portfolio managers for Luca's Investment Management (Luca's). Ogle and Segovia both manage large institutional investment portfolios for Luca's and are researching portfolio optimization strategies.
Ogle and Segovia begin by researching the merits of active versus passive portfolio management. Ogle advocates a passive approach, pointing out that on a risk-adjusted basis, most managers cannot beat a passive index strategy. Segovia points out that there will always be a need for active portfolio managers because as prices deviate from fair value, active managers will bring prices back into equilibrium. They determine that Treynor-Black models permit active management within the context of normally efficient markets.
Ogle decides to implement Treynor-Black models in her practice and starts the implementation process. In conversations with her largest client's risk manager, Jim King, FRM, she is asked about separation theorem in relation to active portfolio management. She responds that separation theorem more properly relates to asset prices deviating from and gravitating toward their theoretical fair price. King next asks Ogle about the differences between the Sharpe ratio and the information ratio and the difference between the security market line (SML) and the capital market line (CML).
After reallocating her client portfolios based on using the Treynor-Black model, Ogle discusses the results with Segovia. Ogle states that she is satisfied with the current methodology, but given her preference for passive management, she is still concerned about relying on analyst's forecasts. Segovia tells Ogle that he will research methods for modifying the Treynor-Black model to account for analyst forecasts.
Modifying a Treynor-Black model to account for a lack of precision in an analyst's forecast is most likely to include:
A. a correction to the analyst's forecast of alphas based on their prior bias.
B. adjusting the Treynor-Black actively managed portfolio weights using the square of the correlation between the analyst's forecast and realized alphas.
C. reducing portfolio weights by the reciprocal of the analyst's average alpha forecast error as a percentage of expected excess returns.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
An analyst's forecasting ability can be judged based on past performance. The Treynor-Black weightings within actively managed portfolios can be adjusted based on an analyst's prior forecasting ability. The process is to:
* Collect the time-series alpha forecasts for the analyst.
* Calculate the correlation between the alpha forecasts and the realized alphas.
* Square the correlation to derive the .
* Adjust (shrink) a forecast alpha by multiplying it by the analysts .
(Study Session 18, LOS 67.c)
NEW QUESTION: 4
You manage the Office 365 tenant for Contoso, Ltd.
You need to implement the following requirements for a user named [email protected]:
* Must use app passwords for mobile Office applications.
* Existing apps must continue to work until apps are configured to use app passwords.
* Must not experience an interruption in service when using apps that are not browser-based.
How should you complete the Microsoft Azure PowerShell commands? To answer, select the appropriate options in the answer area.
NOTE: Each correct selection is worth one point.
Answer:
Explanation:
Explanation
References:
https://docs.microsoft.com/en-us/azure/active-directory/authentication/howto-mfa-userstates
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