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NEW QUESTION: 1
Microsoft Exchange Server 2019ハイブリッド展開があります。
あなたはAdvanced Threat Protection（ATP）を使用します。
次の表に示すように、安全な添付ファイルポリシーが構成されています。
次の表に示すユーザーがいます。
以下の各ステートメントについて、そのステートメントが正しい場合は「はい」を選択してください。そうでなければ、いいえを選択します。
注：それぞれ正しい選択は1ポイントの価値があります。
Answer:
Explanation:
Explanation
References:
https://docs.microsoft.com/en-us/office365/securitycompliance/dynamic-delivery-and-previewing
NEW QUESTION: 2
The DEFERRED_SEGMENT_CREATIONparameter is set to TRUEin your database instance.
You execute the following command to create a table:
Which two statements are true?
A. The table is created and extents are immediately allocated as per the default storage defined for its tablespace.
B. The table is created without a segment because the storage clause is missing.
C. A segment is allocated for the table if the ALTER TABLE... ALLOCATE EXTENTcommand is issued.
D. A segment is allocated when the first row is inserted in the table.
E. A segment is allocated when an index is created for any column in the table.
Answer: C,D
NEW QUESTION: 3
A corporate bond maturing in 1 year yields 8.5% per year, while a similar treasury bond yields 4%. What is the probability of default for the corporate bond assuming the recovery rate is zero?
A. 4.50%
B. Cannot be determined from the given information
C. 4.15%
D. 8.50%
Answer: C
Explanation:
Explanation
The probability of default would make the future cash flows from both the bonds identical. If p be the probability of default, the cash flows from the risky corporate bond would be
= (cash flows in the event of default x probability of default) + (cash flows without default x (1 - probability of default))
=> p*0 + (1 - p)*(1 + 8.5%) = (1 - p)*1.085.
The cash flows from the treasury bond would be 1.04. These two should be equal, ie,
1.04 = (1- p)*1.085, implying p = 4.15%.
(Note: The above is a simplification intended for the exam. In reality investors would demand a 'credit risk premium' for the corporate bond over and above the expected default loss rate. They are unlikely to be happy with just being compensated with exactly the expected default loss rate plus the risk-fre rate because the expected default loss rate itself is uncertain. They would demand some premium over and above what the default rate alone might mathematically imply above the risk free rate. In this question, this credit risk premium is ignored.)