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NEW QUESTION: 1
Which of the following statements pertaining to using Kerberos without any extension is FALSE?
A. Kerberos is mostly a third-party authentication protocol.
B. Kerberos uses public key cryptography.
C. A client can be impersonated by password-guessing.
D. Kerberos provides robust authentication.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Kerberos is a trusted, third party authentication protocol that was developed under Project Athena at MIT.
Using symmetric key cryptography, Kerberos authenticates clients to other entities on a network of which a client requires services.
Because a client's password is used in the initiation of the Kerberos request for the service protocol, password guessing can be used to impersonate a client.
Kerberos does not use public key cryptography (asymmetric); it uses symmetric key cryptography.
Incorrect Answers:
A: It is true that a client can be impersonated by password-guessing.
B: It is true that Kerberos is mostly a third-party authentication protocol.
D: It is true that Kerberos provides robust authentication.
References:
Krutz, Ronald L. and Russell Dean Vines, The CISSP and CAP Prep Guide: Mastering CISSP and CAP, Wiley Publishing, Indianapolis, 2007, p. 64
http://www.ietf.org/rfc/rfc4556txt

NEW QUESTION: 2
The graph below combines the efficient frontier with the indifference curves for two different investors, X and Y (represented by U(X) and U(Y)). The letters A, B, C, and D represent four distinct portfolios.
Which of the following statements about the above graph is CORRECT?
A. Investor X would be better off moving to indifference curve U(X)1 and Portfolio C because of the higher return on that portfolio.
B. Investor X is less risk-averse than Investor Y.
C. Portfolio B is an optimal portfolio, Portfolio A is suboptimal.
D. The backward bend in the efficient frontier is due to less than perfect correlation between portfolio assets.
Answer: D
Explanation:
Explanation/Reference:
Explanation:
This statement is true. Markowitz was the first person to recognize that there are no perfectly positively correlated assets or perfectly negatively correlated assets. Thus, the efficient frontier has the shape noted above.
The other choices are incorrect. The optimal portfolio for each investor is on the highest indifference curve that is tangent to the efficient frontier. Thus, portfolios A and B are both optimal portfolios, but for different investors. In addition, any portfolio on the efficient frontier is superior to one that is not. Thus, Investor X would not be better off with Portfolio C (this portfolio is on a lower indifference curve and has more risk.) Investor X has a steep indifference curve, indicating that he is risk-averse. Flatter curves, such as those for investor Y, indicate a less risk-averse investor.

NEW QUESTION: 3
Select the function that best corresponds to the description: User who needs an aggregate view of
several calibration sessions but who does not have to be present in each session.
Please choose the correct answer.
Response:
A. Calibration Ownership
B. Calibration Dashboard
C. Executive Dashboard
D. Executive Review
Answer: D