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NEW QUESTION: 1
A publish/subscribe application is being designed. The requirements are that the published information should not be lost or expire. The subscriber application will connect periodically during the day to process the publications. Which publish/subscribe feature(s) are most appropriate for this type of application?
A. Retained publications
B. Nondurable subscriber
C. Nondurable subscriber with retained publications
D. Durable subscriber
Answer: D

NEW QUESTION: 2
ABC company and XYZ company are both customers. Last month XYZ company purchased ABC company. ABC company has hundreds of over-due invoices outstanding. According to the credit department, the layoffs at ABC, following the merger, are responsible for the over-due invoices. Both ABC and XYZ companies are making frequent requests for reprinted invoices of ABC company. There will be no new business with ABC company. However, it will take another three months to respond to the numerous requests for reprinted invoices and ABC company will continue to be charged late fees. How should you handle the merger of ABC company and XYZ company in Oracle Receivables during your first month end after their merger?
A. Place ABCcompany on credit hold.
B. Inactivate ABCcompany.
C. Invoice XYZ company for the invoices of ABCcompany.
Answer: A

NEW QUESTION: 3
Suppose the S&P is trading at a level of 1000. Using continuously compounded rates, calculate the futures price for a contract expiring in three months, assuming expected dividends to be 2% and the interest rate for futures funding to be 5% (both rates expressed as continuously compounded rates)
A. $1,000.00
B. $1,012.58
C. $1,007.50
D. $1,007.53
Answer: D
Explanation:
Explanation
The futures price of the contract will be the future value of the spot price, calculated at a net rate equal to the cost of funding the futures position, less any dividends or other distributions. Also note that when rates are continuously compounded, Future Value = Present Value x (exp(rate x time)).
Therefore in this case the futures price for the S&P = 1000 * exp((5%-2%)*3/12) = 1007.53