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NEW QUESTION: 1
You have established a virtual private cloud (VPC) peering relationship between VPC 1 and VPC
2. VPC 1 has routes to VPC 2, yet hosts in VPC 1 cannot connect to hosts in VPC 2.
Which of the following is possible cause?
A. The VPCs have not been attached to virtual private gateway
B. The subnet route table in VPC 2 does not have routes to VPC 1
C. The network access control list applied to VPC2 denies by default
D. Security groups to VPC2 are blocking the traffic
Answer: B
Explanation:
C. Both VPN route table need to configure to communicate each other
As default network ACL by default allow all traffic.

NEW QUESTION: 2
Note: This question is part of a series of questions that present the same scenario. Each question in the series contains a unique solution that might meet the stated goals. Some questions sets might have more than one correct solution, while others might not have a correct solution.
After you answer a question in this section, you will NOT be able to return to it. As a result, these questions will not appear in the review screen.
A company has an Azure subscription and plans to deploy virtual machines (VMs).
The company needs to use an Azure Active Directory Domain Services (Azure AD DS) domain with the VMs.
You need to ensure that you can join the VMs to the Azure AD DS domain.
Solution: Enable Azure AD DS for the existing directory.
Does the solution meet the goal?
A. Yes
B. No
Answer: A
Explanation:
Explanation/Reference:
References:
https://docs.microsoft.com/en-us/azure/active-directory-domain-services/active-directory-ds-getting-started

NEW QUESTION: 3
Sue Gano and Tony Cismesia are performance analysts for the Barth Group. Barth provides consulting and compliance verification for investment firms wishing to adhere to the Global Investment Performance Standards (GIPS ®). The firm also provides global performance evaluation and attribution services for portfolio managers. Barth recommends the use of GIPS to its clients due to its prominence as the standard for investment performance presentation.
One of the Barth Group's clients, Nigel Investment Advisors, has a composite that specializes in exploiting the results of academic research. This Contrarian composite goes long "loser" stocks and short "winner" stocks. The "loser' stocks are those that have experienced severe price declines over the past three years, while the "winner" stocks are those that have had a tremendous surge in price over the past three years.
The Contrarian composite has a mixed record of success and is rather small. It contains only four portfolios. Gano and Cismesia debate the requirements for the Contrarian composite under the Global Investment Performance Standards.
The Global Equity Growth composite of Nigel Investment Advisors invests in growth stocks internationally, and is tilted when appropriate to small cap stocks. One of Nigel's clients in the Global Equity Growth composite is Cypress University. The university has recently decided that it would like to implement ethical investing criteria in its endowment holdings. Specifically, Cypress does not want to hold the stocks from any countries that are deemed as human rights violators. Cypress has notified Nigel of the change, but Nigel does not hold any stocks in these countries. Gano is concerned that this restriction may limit investment manager freedom going forward.
Gano and Cismesia are discussing the valuation and return calculation principles for both portfolios and composites, which they believe have changed over time. In order to standardize the manner in which investment firms calculate and present performance to clients, Gano states that GIPS require the following:
Statement 1: The valuation of portfolios must be based on market values and not book values or cost.
Portfolio valuations must be quarterly for all periods prior to January 1, 2001. Monthly portfolio valuations and returns are required for periods between January 1, 2001 and January 1, 2010.
Statement 2: Composites are groups of portfolios that represent a specific investment strategy or objective.
A definition of them must be made available upon request. Because composites are based on portfolio valuation, the monthly requirement for return calculation also applies to composites for periods between January 1, 2001 and January 1, 2010.
The manager of the Global Equity Growth composite has a benchmark that is fully hedged against currency risk. Because the manager is confident in his forecasting of currency values, the manager does not hedge to the extent that the benchmark does. In addition to the Global Equity Growth composite, Nigel Investment Advisors has a second investment manager that specializes in global equity. The funds under her management constitute the Emerging Markets Equity composite. The benchmark for the Emerging Markets Equity composite is not hedged against currency risk. The manager of the Emerging Markets Equity composite does not hedge due to the difficulty in finding currency hedges for thinly traded emerging market currencies. The manager focuses on security selection in these markets and does not try to time the country markets differently from the benchmark.
The manager of the Emerging Markets Equity composite would like to add frontier markets such as Bulgaria, Kenya, Oman, and Vietnam to their composite, with a 20% weight- The manager is attracted to frontier markets because, compared to emerging markets, frontier markets have much higher expected returns and lower correlations. Frontier markets, however, also have lower liquidity and higher risk. As a result, the manager proposes that the benchmark be changed from one reflecting only emerging markets to one that reflects both emerging and frontier markets. The date of the change and the reason for the change will be provided in the footnotes to the performance presentation. The manager reasons that by doing so, the potential investor can accurately assess the relative performance of the composite over time.
Cismesia would like to explore the performance of the Emerging Markets Equity composite over the past two years. To do so, he determines the excess return each period and then compounds the excess return over the two years to arrive at a total two-year excess return. For the attribution analysis, he calculates the security selection effect, the market allocation effect, and the currency allocation effect each year. He then adds all the yearly security selection effects together to arrive at the total security selection effect. He repeats this process for the market allocation effect and the currency allocation effect.
Which of the following best describes Cismesia's calculation of the two-year excess return and two-year attribution analysis for the Emerging Markets Equity composite?
A. The calculations for the excess return are correct but the calculations for the attribution analysis are incorrect.
B. The calculations for both the excess return and attribution analysis are incorrect.
C. The calculations for both the excess return and attribution analysis are correct.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
To perform a multi-year excess return calculation, one cannot simply add or compound the excess returns over all years. Instead, the excess return in the first period must be compounded at the benchmark return for the second period. The excess return in the second period must be compounded at the portfolio return for the first period. These are then added together. The same is true for multi-year attribution analysis and the calculation of each attribute's contribution over all years. (Study Session 17, LOS 48.e)

NEW QUESTION: 4
다음 표에 표시된 가상 머신이 포함된 종량제 Azure 구독이 있습니다.

다음 전시회에 표시된 예산을 만듭니다.

AG1 작업 그룹에는 [email protected]이라는 사용자만 포함됩니다.
드롭 다운 메뉴를 사용하여 그래픽에 표시된 정보를 기반으로 각 설명을 완료하는 답변 선택을 선택하십시오.
참고 : 각각의 올바른 선택은 1 포인트의 가치가 있습니다.

Answer:
Explanation:

Explanation

Box 1: VM1 is turned off, and VM2 continues to run
The budget alerts are for Resource Group RG1, which include VM1, but not VM2.
Box 2: one email notification will be sent each month.
Budget alerts for Resource Group RG1, which include VM1, but not VM2.VM1 consumes 20 Euro/day. The
50% ,500 Euro limit, will be reached in 25 days, and an email will be sent.
The 70% and 100% alert conditions will not be reached within a month, and they don't trigger email actions anyway.
Credit alerts: Credit alerts are generated automatically at 90% and at 100% of your Azure credit balance.
Whenever an alert is generated, it's reflected in cost alerts and in the email sent to the account owners. 90% and 100% will not be reached though.
References:
https://docs.microsoft.com/en-us/azure/cost-management-billing/costs/cost-mgt-alerts-monitor-usage-spending