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NEW QUESTION: 1
Refer to the exhibit.

OSPF is running throughout the network and RIP is being redistributed into OSPF in R2. You want to minimize the propagation of LSAs into and out of Area 1.
Which OSPF feature would be best to achieve this goal?
A. totally NSSA
B. NSSA
C. totally stubby
D. stub
Answer: A
Explanation:
We need to redistribute RIP from R1 to Area 1 so Area 3 cannot be a stub or totally stubby area. To minimize the propagation of LSAs into and out of Area 1 we should configure it as a totally NSSA. Notice that a NSSA allows LSA Type 3 & 7 while a Totally NSSA only allows LSA Type 7 Note: Both Totally Stubby Area & Totally Stubby NSSA do not accept external AS routes or inter-area routes (LSA Types 3, 4 and 5). They recognize only intra-area routes and the default route
0.0.0.0. The main difference between them is Totally Stubby NSSA accepts routes from other AS
while Totally Stubby Area does not.
Below summarizes the LSA Types allowed and not allowed in area types:
Area Type
Type 1 & 2 (within area) Type 3 (from other areas) Type 4 Type 5 Type 7 Standard & backbone Yes Yes Yes Yes No Stub Yes Yes No No No Totally stubby Yes No No No No NSSA Yes Yes No No Yes Totally (stubby) NSSA Yes No No No Yes

NEW QUESTION: 2
Which action does route poising take that serves as a loop-prevention method?
A. It advertises a route with an unreachable metric back onto the interface from which it was learned.
B. It immediately sends routing updates with an unreachable metric to all devices.
C. It prohibits a router from advertising back onto the interface from which it was learned.
D. It poisons the route by tagging it uniquely within the network.
Answer: B

NEW QUESTION: 3
What would you use instead of XXX if you want to check whether a certain key' exists in a dictionary called diet? (Select two answers) II if XXX:
print("Key exists")
A. diet['key'] != None
B. 'key' in diet
C. 'key' in diet.keys()
D. diet.exists('key')
Answer: A,C

NEW QUESTION: 4
The daily VaR of an investor's commodity position is $10m. The annual VaR, assuming daily returns are independent, is ~$158m (using the square root of time rule). Which of the following statements are correct?
I. If daily returns are not independent and show mean-reversion, the actual annual VaR will be higher than
$158m.
II. If daily returns are not independent and show mean-reversion, the actual annual VaR will be lower than
$158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be higher than $158m.
III. If daily returns are not independent and exhibit trending (autocorrelation), the actual annual VaR will be lower than $158m.
A. I and IV
B. II and III
C. I and III
D. II and IV
Answer: B
Explanation:
Explanation
In the case of mean reversion, the actual VaR would be lower than that estimated using the square root of time rule. This is because gains over a period would be followed by losses so that the price can revert to the mean.
In such cases, the autocorrelation between subsequent periods is effectively negative. This means the combined VaR over the periods would be lower.
In the case of positive autocorrelation, the actual VaR would be higher than that estimated using the square root of time rule for exactly the opposite reason than that described for the mean-reverting case.
(Recall that Variance (A + B) = Variance(A) + Variance(B) + 2*Correlation*StdDev(A)*StdDev(B). In cases where correlation is zero, the variance can simply be added together (which is the case for iid observations). In cases where the correlation is negative, the combined variance (and therefore standard deviation and also VaR) will be lower; and where correlation is positive, the combined variance (and therefore standard deviation and also VaR) will be higher.) Therefore statement II is correct, and so is statement III. Choice 'c' is the correct answer.