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NEW QUESTION: 1
Which of the following is NOT a functionality provided by a coherent receiver?
A. Mixing
B. Demultiplexing
C. Analog-to-digital conversion (ADC)
D. Digital signal processing (DSP)
Answer: A
NEW QUESTION: 2
Which of the following BEST describes a Blade server?
A. Provides higher levels of physical redundancy than a typical server
B. Provides better rack space utilization than a typical server
C. Is 1.75 inches in height to fit properly in a rack
D. Uses an unshared backplane
Answer: B
NEW QUESTION: 3
What is the annualized steady state volatility under a GARCH model where alpha is 0.1, beta is 0.8 and omega is 0.00025?
A. 0.08
B. 0.1
C. 0.0025
D. 0.05
Answer: D
Explanation:
Explanation
Steady state variance under the GARCH model is given by the formula /(1 - - ). In this case, steady state variance therefore works out to 0.00025/(1 - 0.1 - 0.8) = 0.0025. Since this is the variance, volatility is the square root of 0.0025, which works out to 0.05.
Thus, 5% (=0.05) is the correct answer, and the others are incorrect.
Also recall the following in respect of GARCH: