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NEW QUESTION: 1
正誤問題：AWS CloudFormationでは、Microsoft Windowsスタックを作成できます。
A. False, Amazon doesn't support Microsoft Windows.
B. False, AWS CloudFormation does not support Microsoft Windows.
C. True
D. False, you cannot create Windows stacks.
Answer: C
Explanation:
AWS CloudFormationを使用すると、Amazon EC2 Windows Amazon Machine Images（AMI）に基づいてMicrosoft Windowsスタックを作成し、ソフトウェアをインストールしたり、リモートデスクトップを使用してスタックにアクセスしたり、スタックを更新および構成することができます。
http://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/cfn-windows-stacks.html

NEW QUESTION: 2
Oracle Java Cloud Service is one of many offerings in Oracle Cloud.
Which four use cases are supported by Oracle Java Cloud Service? (Choose four)
A. Deploy new Oracle ADF applications development and testing
B. Migrate existing Java EE 5 applications to the cloud
C. Use Single Sign-On out-of-the-box for deployed applications
D. Quickly create environments for application development and testing
E. Easily extend and customize Oracle SaaS (Software as a Service) cloud services
F. Increase application resources or service capacity on demand
Answer: A,C,D,F

NEW QUESTION: 3
Which implicit rules are applied to all IPv6 ACLs?
A. deny icmp any any nd-na log
deny icmp any any nd-ns log
deny ipv6 any any log
B. deny icmp any any router-advertisement log
deny icmp any a ny router-solicitation log
deny ipv6 any any log
C. deny icmp any any nd-na
deny icmp any any nd-ns
permit icmp any any router-advertisement
permit icmp any any router-solicitation
deny ipv6 any any
D. permit icmp any any nd-na
permit icmp any any nd-ns
permit icmp any any router-advertisement
permit icmp any any router- solicitation
deny ipv6 any any
Answer: D

NEW QUESTION: 4
Which of the following assumptions underlie the 'square root of time' rule used for computing VaR estimates over different time horizons?
I. the portfolio is static from day to day
II. asset returns are independent and identically distributed (i.i.d.)
III. volatility is constant over time
IV. no serial correlation in the forward projection of volatility
V. negative serial correlations exist in the time series of returns
VI. returns data display volatility clustering
A. I and II
B. I, II, III and IV
C. III, IV, V and VI
D. I, II, V and VI
Answer: B
Explanation:
Explanation
The square root of time rule can be used to convert, say a 1-day VaR to a 10-day VaR, by multiplying the known number by the square root of time to get the VaR over a different time horizon. However, there are key assumptions that underlie the application of this rule, and statements I to IV correctly state those assumptions.
Statements V and VI are not correct, because the application of the square root of time rule requires the absence of serial correlations, and also the absence of volatility clustering (ie independence). Therefore Choice
'c' is the correct answer.
The square root of time rule is also applied to convert volatility or standard deviation for one period to the volatility for a different time period. Remember that VaR is just a multiple of volatility, and therefore the assumptions that apply to the square root of time rule for VaR also apply to the same rule when used in the context of volatilities or standard deviation.