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NEW QUESTION: 1
Refer to the exhibit.
Based on the output from the show ip protocols vrf RED command, what is happening with the routing processes?
A. BGP 800 is redistributing into OSPF 1
B. Static routes are redistributed into BGP 800
C. OSPF 1 is redistributing into BGP 800
D. Static routes are redistributed into OSPF 1.
Answer: A
NEW QUESTION: 2
Welche Aussagen sind richtig? (Mehr als eine Antwort ist wahr)
A. Mit dem Wartungsplan verknüpfen Sie die erforderlichen Stammdaten und planen die Kalibrierprüfung.
B. Inspektionsmerkmale können in die Wartungsaufgabenliste für das Gerät oder in die allgemeine Aufgabenliste in Form von Hauptprüfmerkmalen oder Aufgabenlistenmerkmalen aufgenommen werden.
C. Sie können die Kalibrierungsintervalle mithilfe von Wartungsstrategien oder eines Wartungszyklus bestimmen.
D. Testgerät t wird als Gerätestammsatz verwaltet.
Answer: B,C
NEW QUESTION: 3
The sensitivity (delta) of a portfolio to a single point move in the value of the S&P500 is $100. If the current level of the S&P500 is 2000, and has a one day volatility of 1%, what is the value-at-risk for this portfolio at the 99% confidence and a horizon of 10 days? What is this method of calculating VaR called?
A. $4,660, parametric VaR
B. $14,736, parametric VaR
C. $14,736, historical simulation VaR
D. $4,660, Monte Carlo simulation VaR
Answer: B
Explanation:
Explanation
If the current level of the S&P 500 is 2000, and a single day volatility is 1%, and the delta (ie change in portfolio value from a one point change) is $100, then the 1 day volatility for the portfolio in dollars is 2000 *
1% * $100 = $2,000.
At the 99% confidence level, the value of the inverse cumulative density function for the normal distribution is
2.33 (=NORMSINV(99%), in Excel). Therefore the 1 day VaR will be 2.33 * $2000 = $4,660. Extending it to
10 days using the square root of time rule, we get the 10 day VaR as equal to SQRT(10)*4660 = $14,736.
Since this method of calculating VaR relies upon a delta approximation of a risk factor (in this case the S&P500), it is the parametric approach to calculating VaR (the other methods being historical simulation, and Monte Carlo simulation).
The
2015 Handbook provides an excellent example of parametric (and other) VaR calculations in Chapter 3 of Volume III of Book 3. The spreadsheet used for the illustration can be downloaded from
http://www.prmia.org/prm-exam/handbook-resources.
NEW QUESTION: 4
On a P2P IS-IS network, which of the following is true about the use of PSNP packets?
A. Set up adjacencies.
B. Confirm receipt of LSPs.
C. Select the DIS.
D. Discover neighbors.
Answer: C