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NEW QUESTION: 1








A. Option A
B. Option D
C. Option C
D. Option B
Answer: A
Explanation:
First we should check Branch3 (and R1) with the "show ip interface brief" command to find any Layer1/Layer 2 issue.

We see the interfaces connecting between them are in "up/down" states which indicates an
Layer 2 issue so we should check the configuration of these interfaces carefully with the
"show running-config" command and pay attention to these interfaces.

and on Branch3:

We learn from above config is R1 is using CHAP to authenticate Branch3 router (via the
"ppp authentication chap" command on R1). Branch3 router is sending CHAP hostname
"Branch_3" and CHAP password "Branch3_Secret!" to R1 to be authenticated. Therefore we should check if R1 has already been configured with such username and password or not with the "show running-config" command on R1:

R1_show_run_username.jpg
On R1 we see the configured username is "Branch3", not "Branch_3" so the usernames here are mismatched and this is the problem -> Answer A is correct.

NEW QUESTION: 2
The following is a network diagram for a project.

How many possible paths are identified for this project?
A. 0
B. 1
C. 2
D. 3
Answer: A

NEW QUESTION: 3
When creating a subnet within a bridge domain, which configuration option is used to specify the network visibility of the subnet?
A. scope
B. gateway IP
C. subnet control
D. limit IP learning to subnet
Answer: D
Explanation:
Reference:
https://www.cisco.com/c/en/us/td/docs/switches/datacenter/aci/apic/sw/1-x/Operating_ACI/guide/ b_Cisco_Operating_ACI/b_Cisco_Operating_ACI_chapter_0111.html

NEW QUESTION: 4
Which of the following are true:
I. Monte Carlo estimates of VaR can be expected to be identical or very close to those obtained using analytical methods if both are based on the same parameters.
II. Non-normality of returns does not pose a problem if we use Monte Carlo simulations based upon parameters and a distribution assumed to be normal.
III. Historical VaR estimates do not require any distribution assumptions.
IV. Historical simulations by definition limit VaR estimation only to the range of possibilities that have already occurred.
A. III and IV
B. I, III and IV
C. I, II and III
D. All of the above
Answer: B
Explanation:
Explanation
Statement I is true. If a Monte Carlo simulation is based upon the same parameters as used for analytical VaR, and enough number of simulations are carried out, we would get the same results as with analytical VaR.
Statement II is false. We cannot use Monte Carlo simulations using parameters based upon a normal assumption when the underlying distribution is not normal. For example, if a return stream is based upon say a uniform distribution, we cannot use a simulation based upon drawings from a normal distribution even though we use the same mean and standard deviation.
Statement III is true. This is the advantage of historical simulations - no assumptions are necessary. (Historical simulations however often suffer from the great disadvantage of the paucity of data that would cover all possibilities.) Statement IV is true. The results of historical simulations are limited to the data they are based upon.