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NEW QUESTION: 1
A. aaa authentication
B. aaa accounting
C. aaa new-model
D. aaa authorization
Answer: C
NEW QUESTION: 2
A. Option C
B. Option D
C. Option B
D. Option E
E. Option A
Answer: B,E
NEW QUESTION: 3
ASP.NET MVC Webアプリケーションを構築しています。
アプリケーションは、ユーザーが携帯電話で表示します。
ページがデバイス画面の横幅に収まるようにする必要があります。
次のマークアップがあります。
マークアップを完了するには、ターゲット1、ターゲット2、およびターゲット3にどのマークアップセグメントを含める必要がありますか？ （答えるには、適切なマークアップセグメントを正しいターゲットにドラッグします。コードの各行は、1回、複数回、またはまったく使用できません。ペイン間で分割バーをドラッグするか、スクロールしてコンテンツを表示する必要があります。）
Answer:
Explanation:
NEW QUESTION: 4
Calculate the 99% 1-day Value at Risk of a portfolio worth $10m with expected returns of 10% annually and volatility of 20%.
A. 0
B. 1
C. 2
D. 3
Answer: B
Explanation:
Explanation
Be wary of questions asking you to calculate VaR where the mean or expected returns are different from zero.
The VaR formula of z-value times standard deviation needs to have an adjustment for the expected return [ie use VaR = z-value times standard deviation minus expected return]. In this case, the standard deviation for 1 day for the portfolio is =SQRT(1/250)*20%*$10m = $126,491. The VaR is therefore (2.326 * $126,491) - ($10,000,000 * 10% * 1/250) = $290,218.