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NEW QUESTION: 1
Hinweis: Diese Frage ist Teil einer Reihe von Fragen, die dasselbe Szenario darstellen. Jede Frage in der Reihe enthält eine einzigartige Lösung, die die angegebenen Ziele erreichen kann. Einige Fragensätze haben möglicherweise mehr als eine richtige Lösung, während andere möglicherweise keine richtige Lösung haben.
Nachdem Sie eine Frage in diesem Abschnitt beantwortet haben, können Sie NICHT mehr darauf zurückkommen. Infolgedessen werden diese Fragen nicht im Überprüfungsbildschirm angezeigt.
Sie haben eine Microsoft Azure SQL-Datenbank, für die die Blob-Überwachung konfiguriert ist.
Sie müssen die Überwachungsprotokolle überprüfen.
Lösung: Sie laden die Protokolldateien mit Microsoft Azure Storage Explorer herunter und öffnen sie anschließend mit Microsoft SQL Server Management Studio (SSMS).
Erfüllt dies das Ziel?
A. Ja
B. Nein
Answer: A
Explanation:
Explanation
There are several methods you can use to view blob auditing logs:
* After downloading several files or a subfolder that contains log files, you can merge them locally by using Merge Audit Files in SQL Server Management Studio.
* Use the Azure portal.
* Use the system function sys.fn_get_audit_file (T-SQL) to return the audit log data in tabular format.
References: https://docs.microsoft.com/en-us/azure/sql-database/sql-database-auditing

NEW QUESTION: 2
One of your company's EC2 Instances have been compromised. The company has strict po thorough investigation on finding the culprit for the security breach. What would you do in from the options given below.
Please select:
A. Isolate the machine from the network
B. Ensure that all access kevs are rotated.
C. Ensure all passwords for all IAM users are changed
D. Take a snapshot of the EBS volume
E. Make sure that logs are stored securely for auditing and troubleshooting purpose
Answer: A,D,E
Explanation:
Explanation
Some of the important aspects in such a situation are
1) First isolate the instance so that no further security harm can occur on other AWS resources
2) Take a snapshot of the EBS volume for further investigation. This is incase if you need to shutdown the initial instance and do a separate investigation on the data
3) Next is Option C. This indicates that we have already got logs and we need to make sure that it is stored securely so that n unauthorised person can access it and manipulate it.
Option D and E are invalid because they could have adverse effects for the other IAM users.
For more information on adopting a security framework, please refer to below URL
https://d1.awsstatic.com/whitepapers/compliance/NIST Cybersecurity Framework Note:
In the question we have been asked to take actions to find the culprit and to help the investigation or to further reduce the damage that has happened due to the security breach. So by keeping logs secure is one way of helping the investigation.
The correct answers are: Take a snapshot of the EBS volume. Isolate the machine from the network. Make sure that logs are stored securely for auditing and troubleshooting purpose Submit your Feedback/Queries to our Experts

NEW QUESTION: 3
Martha Garret, CFA, manages fixed income portfolios for Jones Brothers, Inc. (JBI). JBI has been in the portfolio management business for over 23 years and provides investors with access to actively managed equity and fixed-income portfolios. All of JBI's fixed-income portfolios are constructed using U.S. debt instruments. Garret's primary portfolio responsibilities are the Quasar Fund and the Nova Fund, both of which are long fixed-income portfolios consisting of Treasury securities in all maturity ranges. The Quasar Fund holdings as of March 15 are provided in Exhibit 1. A comparison of key rate durations for the Quasar Fund and Nova Fund is provided in Exhibit 2.

Of particular importance to Garret and her colleagues is the degree of interest rate risk exposure unique to each portfolio under JBI's management. Driving the increased awareness of the portfolios' interest rate exposure is the double digit growth in assets under management that JBI's fixed-income portfolios have experienced in the last five years. Interest in the company's fixed-income portfolios continues to grow and as a result, all portfolio managers are required to attend weekly meetings to discuss key portfolio risk factors. At the last meeting, Miranda Walsh, a principal at JBI, made the following comments:
"The variance of daily interest rate changes has been trending higher over the last three months leading us to believe that a period of high volatility is approaching in the next twelve to eighteen months. However, the reliability is questionable since the volatility estimates were derived using an option pricing model, which assumes constant interest rates."
"Also, the Treasury spot rate curve currently has a similar shape to the yield curve on Treasury coupon securities, which, according to the market segmentation theory of interest rate term structure, indicates a relatively high level of demand from investors for intermediate term securities. Overzealous trading by investors unwilling to move into other maturity ranges may create mispricing and opportunities for arbitrage." After the meeting, Walsh and JBI's other principals met to discuss a new international portfolio opportunity.
At Walsh's suggestion, the principals selected Garret as the lead portfolio manager for the new fund, which will be titled the Atlantic Fund. One of the other portfolio managers, Greg Terry, CFA, suggested to Garret that she utilize the LIBOR swap curve as a benchmark for the Atlantic fund rather than using local government yield curves. Terry justifies his suggestion by claiming that "the lack of government regulation in the swap market makes swap rates and curves directly comparable between different countries despite fewer maturity points with which to construct the curve as compared to a government yield curve.
Furthermore, credit risk in the swap curves of various countries is similar, thus avoiding the complications associated with different levels of sovereign risk embedded in government yield curves." Intrigued by the idea of using the swap curve, Garret has her assistant begin gathering a range of current and forward LIBOR rates.
Which of the following factors would have the most explanatory power for the historical returns of the Quasar Fund? Changes in the:
A. level of interest rates.
B. curvature of the yield curve.
C. slope of the yield curve.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
Research conducted by Litterman and Scheinkman indicated that changes in the level of interest rates had the most explanatory power for returns on Treasury securities. Since the Quasar fund is composed of Treasuries of various maturities, Litterman and Scheinkmans research would be applicable. (Study Session 14, LOS 53-b)