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NEW QUESTION: 1
You have three servers located in a DMZ, using private IP addresses. You want internal users from 10.10.10.x to access the DMZ servers by public IP addresses. Internal_net 10.10.10.x is configured for Hide NAT behind the Security Gateway's external interface.

What is the best configuration for 10.10.10.x users to access the DMZ servers, using the DMZ servers' public IP addresses?
A. When connecting to the Internet, configure manual Static NAT rules to translate the DMZ servers.
B. When connecting to internal network 10.10.10.x, configure Hide NAT for the DMZ network behind the Security Gateway DMZ interface.
C. When trying to access DMZ servers, configure Hide NAT for 10.10.10.x behind the DMZ's interface.
D. When the source is the internal network 10.10.10.x, configure manual static NAT rules to translate the DMZ servers.
Answer: D

NEW QUESTION: 2
Sie verwalten eine Microsoft SQL Server 2014-Instanz mit dem Namen SQL2012, die eine OLTP-Datenbank mit einer Größe von 1 Terabyte hostet.
Die Datenbank wird von den Benutzern nur von Montag bis Freitag von 09:00 bis 17:00 Uhr geändert. Benutzer ändern mehr als 30 Prozent der Daten in der Datenbank während der Woche.
Backups werden gemäß dem folgenden Zeitplan durchgeführt:

Die Finanzabteilung plant, jeden Samstag um 09:00 Uhr einen Stapelprozess auszuführen. Dieser Batch-Vorgang dauert maximal 8 Stunden.
Beim Batch-Vorgang werden drei Tabellen mit einer Größe von 10 GB aktualisiert. Der Stapelverarbeitungsprozess aktualisiert diese Tabellen mehrmals.
Nach Abschluss des Stapelprozesses erstellt die Finanzabteilung einen Bericht, um festzustellen, ob der Stapelprozess ordnungsgemäß abgeschlossen wurde.
Sie müssen sicherstellen, dass der Batch-Vorgang in kürzester Zeit rückgängig gemacht werden kann, wenn die Finanzabteilung den Batch-Vorgang ablehnt.
Was solltest du am Samstag machen?
A. Erstellen Sie einen Datenbank-Snapshot um 08:59 Uhr.
B. Erstellen Sie um 08:59 Uhr eine markierte Transaktion im Transaktionsprotokoll. Führen Sie eine Transaktionsprotokollsicherung um durch
17:01 Stunden.
C. Erstellt um 08:59 Uhr eine markierte Transaktion im Transaktionsprotokoll. Führen Sie eine Transaktionsprotokollsicherung um durch
08:59 Stunden.
D. Notieren Sie die LSN des Transaktionsprotokolls um 08:59 Uhr. Führen Sie eine Transaktionsprotokollsicherung um 17: 01 Uhr durch.
E. Führen Sie um 08:59 Uhr eine differenzielle Sicherung durch.
F. Notieren Sie die LSN des Transaktionsprotokolls um 08:59 Uhr. Führen Sie eine Transaktionsprotokollsicherung um 08:59 Uhr durch.
Answer: A
Explanation:
Explanation
References:https://docs.microsoft.com/en-us/sql/relational-databases/databases/database-snapshots-sql-server

NEW QUESTION: 3
Refer to the exhibit All routers are running ElGRP and the network has converged R3 and R4 are configured as EIGRP Stub If the link between R1 and R3 goes down, which statement is true?

A. R2 does not have a route to 192.168.0 0/24 in the routing table
B. The prefix 192 168 0 0/24 becomes stuck-in-active on R4
C. R1 sends traffic destined to 192 168.0.100 via R2
D. R3 does not advertise 192 168 0 0/24 to R4 anymore
Answer: A

NEW QUESTION: 4
Martha Garret, CFA, manages fixed income portfolios for Jones Brothers, Inc. (JBI). JBI has been in the portfolio management business for over 23 years and provides investors with access to actively managed equity and fixed-income portfolios. All of JBI's fixed-income portfolios are constructed using U.S. debt instruments. Garret's primary portfolio responsibilities are the Quasar Fund and the Nova Fund, both of which are long fixed-income portfolios consisting of Treasury securities in all maturity ranges. The Quasar Fund holdings as of March 15 are provided in Exhibit 1. A comparison of key rate durations for the Quasar Fund and Nova Fund is provided in Exhibit 2.

Of particular importance to Garret and her colleagues is the degree of interest rate risk exposure unique to each portfolio under JBI's management. Driving the increased awareness of the portfolios' interest rate exposure is the double digit growth in assets under management that JBI's fixed-income portfolios have experienced in the last five years. Interest in the company's fixed-income portfolios continues to grow and as a result, all portfolio managers are required to attend weekly meetings to discuss key portfolio risk factors. At the last meeting, Miranda Walsh, a principal at JBI, made the following comments:
"The variance of daily interest rate changes has been trending higher over the last three months leading us to believe that a period of high volatility is approaching in the next twelve to eighteen months. However, the reliability is questionable since the volatility estimates were derived using an option pricing model, which assumes constant interest rates."
"Also, the Treasury spot rate curve currently has a similar shape to the yield curve on Treasury coupon securities, which, according to the market segmentation theory of interest rate term structure, indicates a relatively high level of demand from investors for intermediate term securities. Overzealous trading by investors unwilling to move into other maturity ranges may create mispricing and opportunities for arbitrage." After the meeting, Walsh and JBI's other principals met to discuss a new international portfolio opportunity.
At Walsh's suggestion, the principals selected Garret as the lead portfolio manager for the new fund, which will be titled the Atlantic Fund. One of the other portfolio managers, Greg Terry, CFA, suggested to Garret that she utilize the LIBOR swap curve as a benchmark for the Atlantic fund rather than using local government yield curves. Terry justifies his suggestion by claiming that "the lack of government regulation in the swap market makes swap rates and curves directly comparable between different countries despite fewer maturity points with which to construct the curve as compared to a government yield curve.
Furthermore, credit risk in the swap curves of various countries is similar, thus avoiding the complications associated with different levels of sovereign risk embedded in government yield curves." Intrigued by the idea of using the swap curve, Garret has her assistant begin gathering a range of current and forward LIBOR rates.
Which of the following factors would have the most explanatory power for the historical returns of the Quasar Fund? Changes in the:
A. curvature of the yield curve.
B. level of interest rates.
C. slope of the yield curve.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Research conducted by Litterman and Scheinkman indicated that changes in the level of interest rates had the most explanatory power for returns on Treasury securities. Since the Quasar fund is composed of Treasuries of various maturities, Litterman and Scheinkmans research would be applicable. (Study Session 14, LOS 53-b)