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NEW QUESTION: 1
애플리케이션이 기본 설정으로 생성 된 Amazon DynamoDB 테이블을 스캔하고 있습니다.
응용 프로그램은 때때로 테이블을 쿼리 할 때 오래된 데이터를 읽습니다.
이 문제를 어떻게 해결할 수 있습니까?
A. 테이블의 프로비저닝 된 읽기 용량을 늘리십시오.
B. 최종 일관성이 비활성화 된 DynamoDB 테이블을 다시 생성하십시오.
C. 강력하고 일관된 읽기를 사용하도록 응용 프로그램을 업데이트하십시오.
D. DynamoDB 테이블에서 AutoScaling을 활성화합니다.
Answer: C
Explanation:
설명:
https://www.javacodegeeks.com/2017/10/amazon-dynamodb-tutorial.html
NEW QUESTION: 2
An analyst needs to provide an optimization hypothesis to increase the Paid Search spend ROL. Which optimization hypothesis should the analyst recommend?
A. Increasing the total spending will increase the AOV and the paid search ROL.
B. Creating a product-specific landing page may increase the conversions.
C. Decreasing spending on paid search and increasing organic search investment will increase paid search ROL
D. Using the site's home page as the landing page for all paid search visitors will increase conversions.
Answer: B
NEW QUESTION: 3
According to the CAPM, the expected return from a risky asset is a function of:
A. diversifiable risk that the asset brings
B. how much the risky asset contributes to portfolio risk
C. the riskiness, ie the volatility of the risky asset alone
D. all of the above
Answer: B
Explanation:
Explanation
According to the CAPM, the expected return from a risky asset is a function of the contribution of the risky asset to the total risk of the market portfolio. Nothing else matters. All assets are priced according to the risk they bring to the market portfolio, regardless of their individual level of risk. An asset that is very volatile on its own, but has a negative correlation to the market may be priced high, ie have low expected return, because of its impact on the risk of the market portfolio. Therefore Choice 'a' is the correct answer, and the other options are incorrect.
Recall that according to the CAPM = covariancex, y / variancex, where x is the market portfolio and y is the risky asset.
The beta itself is a function of the covariance of the asset's returns with market returns, and therefore only the driver of expected return for an asset is its beta, which is determined by the asset's contribution to portfolio risk. ( = covariance(x, y) / variance(x), where x is the market portfolio and y is the risky asset. )