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NEW QUESTION: 1
You create a virtual machine scale set named Scale1. Scale1 is configured as shown in the following exhibit.

Use the drop-down menus to select the answer choice that completes each statement based on the information presented in the graphic.

Answer:
Explanation:

Explanation:
4 virtual machines
4 virtual machines
https://docs.microsoft.com/en-us/azure/virtual-machine-scale-sets/virtual-machine-scale-sets-autoscale-portal

NEW QUESTION: 2
Arrange the following rates in descending order, assuming an upward sloping yield curve:
1. The 10 year zero rate
2. The forward rate from year 9 to 10
3. The yield-to-maturity on a 10 year coupon bearing bond
A. 3, 2, 1
B. 1, 3, 2
C. 2, 1, 3
D. 1, 2, 3
Answer: C
Explanation:
Explanation
This question highlights the difference between zero rates, yield-to-maturity and forward rates. Forward rates are from one point in time to another, for example say from year 4 to 5 in the future. A zero rate is from time
0, or now, to a point in time in the future. The zero rate is dependent on the forward rates for all the different periods from now to the future. The yield curve represents the various zero rates at different points in time, and if it is upward sloping it means forward rates for years further out are greater than the years prior. That is what causes the zero rate yields to increase over time and the curve to slope upwards. So the forward rate from year
9 to 10 will certainly be higher than the 10 year zero rate.
The yield-to-maturity for a bond is the rate at which the payments on the bond discount to be equal to the current bond price. It is therefore the average rate that applies to the bond. This average is based upon the different zero rates for the years in which bond holders receive payments. Since coupons are smaller than the payment at maturity, the zero rate that applies to the payment at maturity will have the most impact on the numerical value of the bond's yield-to-maturity. Also affecting the yield-to-maturity will be the values of the coupon payments, which will be discounted at lower rates when the yield curve is upward sloping. So the yield-to-maturity will be an average lower than the 10 year zero. Since the 10 year zero will be lower than the forward rate from t=9-10, the yield-to-maturity will be the lowest rate of the three.

NEW QUESTION: 3
Which of the following guarantees that data in a file have not changed?
A. Encrypting the file with symmetric encryption
B. Creating a hash of the file, then comparing the file hashes
C. Inspecting the modified date of the file
D. Using stringent access control to prevent unauthorized access
Answer: B
Explanation:
Explanation/Reference:
Explanation:
A hashing algorithm can be used to mathematically ensure that data haven't been changed by hashing a file and comparing the hashes after a suspected change.

NEW QUESTION: 4
What are the three main steps of EPM Model: Business Objects?
There are 3 correct answers to this question.
Response:
A. Generator
B. Sales
C. Procurement
D. Stock
E. Transformation
Answer: B,C,D

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