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NEW QUESTION: 1
会社は、ユーザーがAWSサービスにアクセスし、自分のパスワードをリセットできるようにするアプリケーションを作成しています。
企業がユーザーと承認を管理しながら、ユーザーが自分のパスワードをリセットできるようにするのは、次のうちどれですか？
A. Amazon Cognito user pools and AWS KMS
B. Amazon Cognito identify pools and AWS STS
C. Amazon Cognito user pools and identity pools
D. Amazon Cognito identity pools and AWS IAM
Answer: D
NEW QUESTION: 2
サイバーセキュリティアナリストを雇い、企業のセキュリティ姿勢を見直す。 サイバーセキュリティアナリストは、少数のIPアドレスからのSYNフラッドに起因する非常に高いネットワーク帯域幅消費に注目しています。
インシデント対応をサポートするためのベストアクションはどれですか？
A. パケットキャプチャツールをインストールします。
B. 会社の帯域幅を拡大します。
C. ルータに入力フィルタを適用します。
D. すべてのSYNパケットをブロックします。
Answer: C
NEW QUESTION: 3
Which of the following statements are true?
I. The square-root-of-time rule for scaling volatility over time assumes returns on different days are independent II. If daily returns are positively correlated, realized volatility will be less than that calculated using the square-root-of time rule III. If daily returns are negatively correlated, realized volatility will be less than that calculated using the square-root-of-time rule IV. If stock prices are said to follow a random walk, it means daily returns are independent of each other and have an expected value of zero
A. I, II and IV
B. All the statements are correct
C. I and III
D. III and IV
Answer: C
Explanation:
Explanation
Statement I is correct. If daily returns are not independent, variances cannot simply be added up over the period, and the square root of time rule is not appropriate to use to scale volatility.Statement II is incorrect.
Statement III is correct. If daily returns are positively correlated, it means that a high return on one day will likely cause a higher return the next day, and likewise for low or negative returns. Intuitively, it means that a
'trend' will be created and volatility will be higher than in a case where daily returns were not correlated.
Therefore statement II is not correct. By the same logic, negative correlation between daily returns would mean a higher return on one day would likely be followed by lower returns the next day, ie a reversion to mean will result causing the volatility to be lower than the case when the returns are uncorrelated. (The correlation between the daily returns is called the 'autocorrelation coefficient'.)Statement IV is false because while the random walk of prices does imply independence, it says nothing about the expected value of returns.
It does not imply that the returns will have an expected value of zero (or any other value).Thus Choice 'c' is the correct answer and the rest are incorrect.