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NEW QUESTION: 1
Which capabilities support In-App extensibility for analytics? There are 2 correct answers to this question.
Note: Answers to this question are not verified by our experts, please study yourself and select the appropriate answers. Contribute: Please send the correct answers with reference text/link on
A. SAP Fiori apps to guide the user when building reports
B. Core Data Services (CDS) views to implement data sources
C. Option to extend standard forms
D. Out-of-the-box APIs for reporting
Answer: A,C
NEW QUESTION: 2
HOTSPOT
You plan to create an Azure Storage account in the Azure region of East US 2.
You need to create a storage account that meets the following requirements:
Replicates synchronously
Remains available if a single data center in the region fails
How should you configure the storage account? To answer, select the appropriate options in the answer area.
NOTE: Each correct selection is worth one point.
Hot Area:
Answer:
Explanation:
Explanation/Reference:
Explanation:
Box 1: Zone-redundant storage (ZRS)
Zone-redundant storage (ZRS) replicates your data synchronously across three storage clusters in a single region.
LRS would not remain available if a data center in the region fails
GRS and RA GRS use asynchronous replication.
Box 2: StorageV2 (general purpose V2)
ZRS only support GPv2.
References:
https://docs.microsoft.com/en-us/azure/storage/common/storage-redundancy
https://docs.microsoft.com/en-us/azure/storage/common/storage-redundancy-zrs
NEW QUESTION: 3
Refer to the exhibit.
Which statement about the device time is true?
A. The time is not authoritative.
B. The time is authoritative because the clock is in sync.
C. NTP is configured incorrectly.
D. The clock is out of sync.
E. The time is authoritative, but the NTP process has lost contact with its servers.
Answer: E
Explanation:
Explanation
Remember: The [.] at the beginning of the time tells us the NTP process has last contact with its servers. We know the time is authoritative because there would be a [*] at the beginning if not.
NEW QUESTION: 4
Martha Garret, CFA, manages fixed income portfolios for Jones Brothers, Inc. (JBI). JBI has been in the portfolio management business for over 23 years and provides investors with access to actively managed equity and fixed-income portfolios. All of JBI's fixed-income portfolios are constructed using U.S. debt instruments. Garret's primary portfolio responsibilities are the Quasar Fund and the Nova Fund, both of which are long fixed-income portfolios consisting of Treasury securities in all maturity ranges. The Quasar Fund holdings as of March 15 are provided in Exhibit 1. A comparison of key rate durations for the Quasar Fund and Nova Fund is provided in Exhibit 2.
Of particular importance to Garret and her colleagues is the degree of interest rate risk exposure unique to each portfolio under JBI's management. Driving the increased awareness of the portfolios' interest rate exposure is the double digit growth in assets under management that JBI's fixed-income portfolios have experienced in the last five years. Interest in the company's fixed-income portfolios continues to grow and as a result, all portfolio managers are required to attend weekly meetings to discuss key portfolio risk factors. At the last meeting, Miranda Walsh, a principal at JBI, made the following comments:
"The variance of daily interest rate changes has been trending higher over the last three months leading us to believe that a period of high volatility is approaching in the next twelve to eighteen months. However, the reliability is questionable since the volatility estimates were derived using an option pricing model, which assumes constant interest rates."
"Also, the Treasury spot rate curve currently has a similar shape to the yield curve on Treasury coupon securities, which, according to the market segmentation theory of interest rate term structure, indicates a relatively high level of demand from investors for intermediate term securities. Overzealous trading by investors unwilling to move into other maturity ranges may create mispricing and opportunities for arbitrage." After the meeting, Walsh and JBI's other principals met to discuss a new international portfolio opportunity.
At Walsh's suggestion, the principals selected Garret as the lead portfolio manager for the new fund, which will be titled the Atlantic Fund. One of the other portfolio managers, Greg Terry, CFA, suggested to Garret that she utilize the LIBOR swap curve as a benchmark for the Atlantic fund rather than using local government yield curves. Terry justifies his suggestion by claiming that "the lack of government regulation in the swap market makes swap rates and curves directly comparable between different countries despite fewer maturity points with which to construct the curve as compared to a government yield curve.
Furthermore, credit risk in the swap curves of various countries is similar, thus avoiding the complications associated with different levels of sovereign risk embedded in government yield curves." Intrigued by the idea of using the swap curve, Garret has her assistant begin gathering a range of current and forward LIBOR rates.
Which of the following statements regarding the effects of interest rate changes on the Quasar Fund and Nova Fund is most accurate? The value of the:
A. Quasar Fund would suffer a smaller percentage loss from a steepening twist of the yield curve in which all interest rates increased than would the Nova Fund.
B. Nova Fund would enjoy a smaller percentage gain from a negative butterfly yield curve shift in which all interest rates decrease than would the Quasar Fund.
C. Quasar Fund would suffer a smaller percentage loss from a positive butterfly yield curve shift in which all interest rates increase than would the Nova Fund.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
In a negative butterfly shift in which all interest rates decrease, the long-term and short-term interest rates will decrease by a greater amount than will the intermediate-term interest rates. The Quasar fund has a very large interest rate sensitivity (as measured by the 30-year key rate duration) to long-term interest rates. Therefore, if the interest rates at the long end decrease by a greater amount than intermediate-term rates, the effect on the value of the Quasar Fund will be greater than the effect on the Nova Fund, which has large exposure to intermediate-term rates but much less exposure to long-term rates. Recall that a decrease in interest rates causes the value of a fixed-income security to rise. Thus, the percentage gain in the value of the Quasar Fund will be greater than the Nova Fund in this scenario. (Study Session 14, LOS
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