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NEW QUESTION: 1
DRAG DROP
Your network contains an Active Directory forest. The forest contains a single domain named contoso.com.
The forest contains two Active Directory sites named Main and Branch1. The sites connect to each other by using a site link named Main-Branch1. There are no other site links.
Each site contains several domain controllers. All domain controllers run Windows Server
2012 R2. Your company plans to open a new branch site named Branch2. The new site will have a WAN link that connects to the Main site only. The site will contain two domain controllers that run Windows Server 2012 R2.
You need to create a new site and a new site link for Branch2. The solution must ensure that the domain controllers in Branch2 only replicate to the domain controllers in Branch1 if all of the domain controllers in Main are unavailable.
Which three actions should you perform?
To answer, move the three appropriate actions from the list of actions to the answer area and arrange them in the correct order.

Answer:
Explanation:

Explanation:

SO...the first part of this answer is:
1 . Create a new site object named Branch2
*When you create the new site Branch2 you will be prompted to associate it with a site link...right now we only have one site link (Main-Branch1). Hit Finish
2 . Remove Branch2 site from the Main-Branch1 Site Link
*In order to move a site into a new site link, you must first remove them from their previous site link....In this case Branch2 was put in Main-Branch1 when we create the new site because we didn't have another site link to associate the new site with at the time we created it.
3. Create a new site link object named Main-Branch2
*When you create the site link object you will be asked to place the appropriate sites in this link...choose Main and Branch 2 Because we are using Interstice topology replication, ISTG (similar to KCC with Intrasite) will build a logical transitive connection path between all site links because site link bridge is enabled by default and is a Microsoft best practice to leave this default.
By default a site link has a default cost of 100 so the Main-Branch1 site cost 100. Since we do not have a site link established from Branch2 - Branch1, ISTG will create a logical patch that travels along the Main-Branch2 site link (cost 100) and through Main-Branch1 site link(cost 100) to establish replication connection in the event the least cost path goes down. Since the logical path =200, Branch2 will only replicate with Branch1 if the site link to the Main Site goes down.

NEW QUESTION: 2
Sie erstellen eine Verfügbarkeitsgruppe mit den Replikaten HA / Server01 und HA / Server02.
Derzeit ist HA / Server01 das primäre Replikat.
Sie haben mehrere Abfragen, die Daten lesen und Berichte aus der Datenbank erstellen.
Sie müssen die Berichterstellungs-Workload auf das sekundäre Replikat auslagern, wenn HA / Server01 das primäre Replikat ist.
Was tun?
A. Setzen Sie die Eigenschaft Verfügbarkeitsmodus von HA / Server01 auf Asynchrones Festschreiben.
B. Setzen Sie die Readable Secondary-Eigenschaft von HA / Server02 auf Nur Lesezugriff.
C. Setzen Sie die Eigenschaft Availability Mode von HA / Server02 auf Asynchronous Commit.
D. Setzen Sie die Eigenschaft Verbindungen in Primärrolle von HA / Server01 auf Lese- / Schreibverbindungen zulassen.
Answer: B
Explanation:
To set up a readable secondary replica, you first create an availability group. Then you add replicas.
You can choose either Yes or Read-intent only options.

References:
http://msdn.microsoft.com/en-us/library/jj542414.aspx

NEW QUESTION: 3
An administrator needs to perform an FTP transmission of a large quantity of bin files.
How can the task be completed in the least number of steps?
A. Run the FTP processes using a submitted CL program
B. Place each FTP command in individual job schedule entries.
C. Submit multiple FTP jobs through an interface where Jumbo Frames are enabled.
D. Use save files rather than .bin images to improve TCP transfer efficiency.
Answer: B

NEW QUESTION: 4
Joan Nicholson, CFA, and Kim Fluellen, CFA, sit on the risk management committee for Thomasville Asset Management. Although Thomasville manages the majority of its investable assets, it also utilizes outside firms for special situations such as market neutral and convertible arbitrage strategies. Thomasville has hired a hedge fund, Boston Advisors, for both of these strategies. The managers for the Boston Advisors funds are Frank Amato, CFA, and Joseph Garvin, CFA. Amato uses a market neutral strategy and has generated a return of S20 million this year on the $100 million Thomasville has invested with him. Garvin uses a convertible arbitrage strategy and has lost $15 million this year on the $200 million Thomasville has invested with him, with most of the loss coming in the last quarter of the year. Thomasville pays each outside manager an incentive fee of 20% on profits. During the risk management committee meeting Nicholson evaluates the characteristics of the arrangement with Boston Advisors. Nicholson states that the asymmetric nature of Thomasville's contract with Boston Advisors creates adverse consequences for Thomasville's net profits and that the compensation contract resembles a put option owned by Boston Advisors.
Upon request, Fluellen provides a risk assessment for the firm's large cap growth portfolio using a monthly dollar VAR. To do so, Fluellen obtains the following statistics from the fund manager. The value of the fund is $80 million and has an annual expected return of 14.4%. The annual standard deviation of returns is
21.50%. Assuming a standard normal distribution, 5% of the potential portfolio values are 1.65 standard deviations below the expected return.
Thomasville periodically engages in options trading for hedging purposes or when they believe that options are mispriced. One of their positions is a long position in a call option for Moffett Corporation. The option is a European option with a 3-month maturity. The underlying stock price is $27 and the strike price of the option is $25. The option sells for S2.86. Thomasville has also sold a put on the stock of the McNeill Corporation. The option is an American option with a 2-month maturity. The underlying stock price is $52 and the strike price of the option is $55. The option sells for $3.82. Fluellen assesses the credit risk of these options to Thomasville and states that the current credit risk of the Moffett option is $2.86 and the current credit risk of the McNeill option is $3.82.
Thomasville also uses options quite heavily in their Special Strategies Portfolio. This portfolio seeks to exploit mispriced assets using the leverage provided by options contracts. Although this fund has achieved some spectacular returns, it has also produced some rather large losses on days of high market volatility.
Nicholson has calculated a 5% VAR for the fund at $13.9 million. In most years, the fund has produced losses exceeding $13.9 million in 13 of the 250 trading days in a year, on average. Nicholson is concerned about the accuracy of the estimated VAR because when the losses exceed $13.9 million, they are typically much greater than $13.9 million.
In addition to using options, Thomasville also uses swap contracts for hedging interest rate risk and currency exposures. Fluellen has been assigned the task of evaluating the credit risk of these contracts.
The characteristics of the swap contracts Thomasville uses are shown in Figure 1.

Fluellen later is asked to describe credit risk in general to the risk management committee. She states that cross-default provisions generally protect a creditor because they prevent a debtor from declaring immediate default on the obligation owed to the creditor when the debtor defaults on other obligations.
Fluellen also states that credit risk and credit VAR can be quickly calculated because bond rating firms provide extensive data on the defaults for investment grade and junk grade corporate debt at reasonable prices.
Which of the following swap contracts likely has the highest credit risk?
A. Contract A.
B. Contract B.
C. Contract C.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
The swap with the highest credit risk is swap C At the beginning of a swap's life, the parties would not enter into the contract if credit risk was too high and any credit risk would be priced into the conditions of the contract. So swaps A and B have low credit risk because they have been recently initiated.
Credit risk is highest for interest rate swaps near the middle of their life because as the swap ages, the counterparties' credit worthiness may have changed. As the swap nears its maturity and the number of remaining settlement payments decreases, credit risk decreases.
In a currency swap, the credit risk \s highest between the middle of its life and its maturity due to the exchange of principal on the maturity dace. Thus, swap C, which is three-quarters into its life, likely has the highest credit risk. (Study .Session 14, LOS 40.i)