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NEW QUESTION: 1
トランスポータブルデータベースについて正しい3つのステートメントはどれですか？ （3つ選択してください。）
A. ソースデータベースとターゲットデータベースの両方で同じ文字セットを使用する必要があります
B. COMPATIBLEパラメーターを10.0.0以上に設定し、データベースを転送する前に読み取り専用モードで開く必要があります
C. 転送されるデータベースには、ソースデータベースと同じデータベース識別子（DBID）が必要です
D. ターゲットプラットフォームのエンディアン形式が異なる場合、Recovery Manager（RMAN）を使用してデータベースの必要なデータファイルを変換します
E. REDOログと制御ファイルも転送されます
Answer: B,D,E

NEW QUESTION: 2
Which two action would be part of an automatic solution that would block sites with untrusted certificates without enabling SSL forward proxy? (Choose two.)
A. Enable the "Block seasons with untrusted Issuers- setting.
B. Create a Security Policy rule with vulnerability Security Profile attached.
C. Configure an EDL to pull IP Addresses of known sites resolved from a CRL.
D. Configure a Dynamic Address Group for untrusted sites.
E. Create a no-decrypt Decryption Policy rule.
Answer: A,B

NEW QUESTION: 3
Security A and B both have expected returns of 10%, but the standard deviation of Security A is 10% while that of security B is 20%. Borrowings are not permitted. A portfolio manager who wishes to maximize his probability of earning a 25% return during the year should invest in:
A. 50% in Security A and 50% in Security B
B. None of the above
C. Security B
D. Security A
Answer: C
Explanation:
Explanation
Security A 'dominates' security B, ie it offers the most return per unit of volatility. However, because it is less volatile, its returns are likely to be more concentrated around its mean compared to Security B which will have
'fatter tails' compared to Security A. Therefore Security B will offer a much better chance of making the desired 25% return. Of course, this also means that Security B is much more likely to lose a lot more money than Security A. However, if the portfolio manager is only interested in maximizing his chances of making a
25% or greater return, he should select Security B. The answer can be verified using Excel's Normdist formula, and probability of exceeding 25% will be given by [=1-NORMDIST(0.25,0.1,0.1,TRUE)] for Security A and =1-NORMDIST(0.25,0.1,0.2,TRUE)] for Security B. A combined portfolio of the two will have a return of 10% and variance less than that of Security B (or at the most equal to the weighted average of the two variances, even if their correlation is 1), which means a combined portfolio will also have a lower probability of exceeding a 25% return.
This question reflects how portfolio managers may be tempted to make sub-optimum decisions for their investors by swinging for the fences by taking large bets, for example, when they have had a big drawdown and have to make it up to the high water mark levels before they earn performance fees.

NEW QUESTION: 4
ユーザーはマシンを14日間リースする必要があります。要求は、プロビジョニングされる前にマネージャーと3日間承認されます。
有効期限までにマシンは何日アクティブになりますか？
A. 0
B. 1
C. 2
D. 3
Answer: B