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NEW QUESTION: 1
Which two statements are true about the integration of BigMachines (without middleware) with external ERP systems?
A. BigMachines can call ERP systems without using BML.
B. You need two BigMachines actions: one to send a request to an ERP system and another to receive a valid response.
C. Web Services Definition Language (WSDL) can be used to build an XML request that is sent to ERP systems.
D. The ERP system should support exchange of XML data.
E. Calling an ERP system does not require authentication of any kind.
Answer: A,C

NEW QUESTION: 2
Your organization has specified that menu components should be located on the left-hand side of a page
and that the main content should be displayed in the center.
How do you ensure that developers adhere to this standard? (Choose the best answer.)
A. Ask all developers to use the two-column quick start layout.
B. Create a task flow template that defines the specified layout; this will enforce the correct layout on all
pages that are built from the template.
C. Create a page template that defines the specified layout and distribute it to developers.
D. Create an ADF library that contains a collection of ADF Faces components that developers must use.
Answer: C

NEW QUESTION: 3
一般に、Tx電力レベル1で動作しているAPとTx電力レベル3で動作している同じAPの間の送信電力の違いは何ですか？
A. 6 dB
B. 2 dB
C. 17 dB
D. 11 dB
E. 3 dB
Answer: A
Explanation:
説明/参照：
Explanation:

NEW QUESTION: 4
For an equity portfolio valued at V whose beta is , the value at risk at a 99% level of confidence is represented by which of the following expressions? Assume represents the market volatility.
A. 1.64 x x V x
B. 1.64 x V x /
C. 2.326 x x V x
D. 2.326 x V x /
Answer: C
Explanation:
Explanation
For the PRM exam, it is important to remember the z-multiples for both 99% and 95% confidence levels (these are 2.33 and 1.64 respectively).
The value at risk for an equity portfolio is its standard deviation multiplied by the appropriate z factor for the given confidence level. If we knew the standard deviation, VaR would be easy to calculate. The standard deviation can be derived using a correlation matrix for all the stocks in the portfolio, which is not a trivial task.
So we simplify the calculation using the CAPM and essentially say that the standard deviation of the portfolio is equal to the beta of the portfolio multiplied by the standard deviation of the market.
Therefore VaR in this case is equal to Beta x Mkt Std Dev x Value x z-factor, and therefore Choice 'a' is the correct answer.