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NEW QUESTION: 1
Azure Artifactsを使用して、Node.jsアプリケーション用のパッケージ管理ソリューションを実装しています。
パッケージリポジトリに接続するための開発環境を設定する必要があります。解決策は、資格情報が漏洩する可能性を最小限に抑える必要があります。
各接続を設定するためにどのファイルを使用しますか？答えるには、適切なファイルを正しい接続にドラッグします。各ファイルは、1回、複数回、またはまったく使用しないことができます。コンテンツを表示するには、ペイン間の分割バーをドラッグするか、スクロールする必要があります。注：正しい選択はそれぞれ1ポイントの価値があります。

Answer:
Explanation:

Explanation:
All Azure Artifacts feeds require authentication, so you'll need to store credentials for the feed before you can install or publish packages. npm uses .npmrc configuration files to store feed URLs and credentials. Azure DevOps Services recommends using two .npmrc files.
Feed registry information: The .npmrc file in the project
One .npmrc should live at the root of your git repo adjacent to your project's package.json. It should contain a "registry" line for your feed and it should not contain credentials since it will be checked into git.
Credentials: The .npmrc file in the user's home folder
On your development machine, you will also have a .npmrc in $home for Linux or Mac systems or $env.HOME for win systems. This .npmrc should contain credentials for all of the registries that you need to connect to. The NPM client will look at your project's .npmrc, discover the registry, and fetch matching credentials from $home/.npmrc or $env.HOME/.npmrc.
References:
https://docs.microsoft.com/en-us/azure/devops/artifacts/npm/npmrc?view=azure-devops&tabs=windows

NEW QUESTION: 2
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.
What are the GIPS requirements for the Contrarian composite of Nigel Investment Advisors?
A. The composite can be formed and the composite must report all performance statistics.
B. The composite can be formed, however the number of portfolios and dispersion does not have to be reported.
C. The composite cannot be formed because it has less than six portfolios in it, so there are no presentation requirements.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Under GIPS, all fee-paying, discretionary portfolios must be included in at least one composite. There is no minimum number of portfolios or minimum asset level for composite formation, so the Contrarian composite can be formed. However, the number of portfolios and dispersion does not have to be reported because there are less than six portfolios in the composite. (Study Session 18, LOS 49.b, I)

NEW QUESTION: 3
Refer to the Exhibit.

An administrator has configured a vSphere 6.x DRS cluster as shown in the Exhibit.
Based on the exhibit, which statement is true?
A. A virtual machine can be powered on in the Test Resource Pool with a 6 GB Memory Reservation.
B. A virtual machine can be powered on in the Dev Resource Pool with a 8 GB Memory Reservation.
C. No more virtual machines can be powered on due to insufficient resources.
D. A virtual machine from both the Test Resource Pool and the Dev Resource Pool can be powered on with a 4 GB Memory Reservation.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
A virtual machine can be powered on in the Test Resource Pool with a 6 GB Memory Reservation because: Total is 8GB
1Gb used by test resource pool VM which is powered on and 2gb by Test dev pool VM powered on hence distribution is less and expandable memory quota is more/left.
To understand limits and theory check the information given below:
Memory Maximums
The ESXi host maximums represents the limits for ESXi host memory.
Table 3-2. ESXi Host Memory Maximums
Item Maximum
RAM per host 6 TB
12 TB is supported on specific OEM certified platform. See VMware Hardware Compatibility Limits for guidance on the platforms that support vSphere 6.0 with 12 TB of physical memory.
Number of swap files 1 per virtual machine
And,
Resource Pool
Resource pools per host 1600
Children per resource pool 1100
Resource pool tree depth 8
Additional 4 resource pools are used by system internals.
Resource pools per cluster 1600
Configuration Maximums - vSphere 6.0 - VMware
https://www.vmware.com/pdf/vsphere6/r60/vsphere-60-configuration-maximums.pdf

NEW QUESTION: 4


Answer:
Explanation:

Explanation

References:
https://support.office.com/en-us/article/Manage-external-sharing-for-your-SharePoint-Online-environment-c8a46
https://support.office.com/en-us/article/Restricted-Domains-Sharing-in-Office-365-SharePoint-Online-and-OneD