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NEW QUESTION: 1
Salesという名前のテーブルを持つMicrosoft SQL Serverデータベースがあります。 このテーブルはデータの取得に使用され、営業時間外に更新されます。
次のTransact-SQLステートメントを実行します。

文の実行計画を分析します。 （展示ボタンをクリック）。

パフォーマンスを最適化するインデックスを追加する必要があります。
Transact-SQLステートメントをどのように完成させるべきですか？

Answer:
Explanation:

Explanation

Box 1:
Specifying the order in which key values are stored in an index is useful when queries referencing the table have ORDER BY clauses that specify different directions for the key column or columns in that index. In these cases, the index can remove the need for a SORT operator in the query plan; therefore, this makes the query more efficient.
The Database Engine can move equally efficiently in either direction. An index defined as (RejectedQty DESC, ProductID ASC) can still be used for a query in which the sort direction of the columns in the ORDER BY clause are reversed. For example, a query with the ORDER BY clause ORDER BY RejectedQty ASC, ProductID DESC can use the index.
Box 2:
You can include nonkey columns in a nonclustered index to avoid exceeding the current index size limitations of a maximum of 16 key columns and a maximum index key size of 900 bytes. The Database Engine does not consider nonkey columns when calculating the number of index key columns or index key size.
References: https://technet.microsoft.com/en-us/library/jj835095(v=sql.110).aspx

NEW QUESTION: 2
ISV SalesforceパートナーであるCloud Kicks Fitnessは、管理パッケージアプリケーションを開発しています。アプリケーションモジュールの1つでは、ApexクラスのBodyFatとそのメソッドcalculateBodyFat（）を使用して体脂肪を計算できます。製品所有者は、ISVのパッケージ名前空間外でカスタマイズを開発するときに、アプリケーションのコンシューマーがこのメソッドにアクセスできるようにしたいと考えています。
calculateBodyFat（）がパッケージの名前空間の外からアクセスできるようにするために、開発者はどのアプローチをとるべきですか？
A. グローバルアクセス修飾子を使用してクラスとメソッドを宣言します。
B. publicアクセス修飾子を使用してクラスとメソッドを宣言します。
C. クラスをパブリックとして宣言し、メソッドでグローバルアクセス修飾子を使用します。
D. クラスをグローバルとして宣言し、メソッドでパブリックアクセス修飾子を使用します。
Answer: A

NEW QUESTION: 3
Donaghy Management Company (DMC) manages several funds only available to high net worth individuals. In preparation for an upcoming meeting, the firm has circulated among its managers the information in Figure 1 on objectives and market expectations relevant to each of three funds.
Figure 1: Fund Strategies and Market Expectations

The manager of Fund A has collected data on put and call options on the broad market index underlying his strategy. The option data are presented in Figure 2. All options presented have the same expiration date.
Figure 2: Option Data for the Broad Market Index

During the meeting, the manager of Fund B states that in order to enhance returns for the fund, he intends to implement a box-spread strategy. The manager explains the strategy by stating, "The ending price of the asset underlying the box-spread strategy has no impact on the payoff of the strategy.
Thus, if the market price of the strategy implies a rate of return greater than the risk-free rate, an arbitrage opportunity exists." Also during the meeting, DMC's president questioned the manager of Fund C about the mechanics of his hedging strategy. The manager explained the strategy with the following comments:
Comment 1: "The hedge position is established to reduce the exposure to certain equity positions by writing call options on those equity positions. The necessary number of short option positions per share of stock held is calculated as the inverse of the option delta." Comment 2: "The hedge position only requires adjusting in the event of a price or volatility change in the underlying and is effective for small changes in the price of the underlying security." In 110 days, the manager of Fund B expects to borrow $50,000,000 for 180 days at a rate of 180-day LIBOR plus 150 bp to pursue a leveraged strategy. LIBOR is currently 6.5%. The manager purchases an interest rate call on 180-day LIBOR that expires in 110 days with a premium of $120,000 and exercise rate of 6%. If LIBOR at the option expiration is 7.3%, calculate the effective annual rate on the loan.
A. 8.29%.
B. 7.30%.
C. 8.80%.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
First, calculate the payoff of the option at expiration:
notional principal x max(0, underlying race at expiration - exercise rate)(days in underlying rate / 360)
50,000,000 x max(0, 0.073 - 0.06)(180/360) = 325,000
Next, calculate the compounded value of the option premium:
option premium[l + (current LIBOR + spread)(days until option expiration / 360)]
120,000[1 + (0.065 * 0.015X110/360)] = 122,933
Next, calculate the effective loan proceeds:
loan proceeds - compounded value of option premium
50,000,000 - 122,933 = 49,877,067
Next, calculate the interest on the loan taken in 110 days:
loan proceeds (underlying rate at option expiration + spread) (days in underlying rate / 360)
50,000,000(0.073 + 0.015X180/360) = 2,200,000
Finally, calculate the effective annual interest rate on the loan:

If the manager had not utilized the interest rate option, the rate on the loan would have been 8.8% = 7.3%
+ 1.5%. (Study Session 15, LOS 43.b)

NEW QUESTION: 4
会社概要にないものは何ですか？
A. 言語、ロケール、タイムゾーン
B. ストレージと使用済みスペース
C. ライセンス
D. 会計年度
E. プロファイル
F. 通貨を管理する
Answer: E