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NEW QUESTION: 1
You create the Azure resources shown in the following table.
You attempt to add a role assignment to a resource group as shown in the following exhibit.
What should you do to ensure that you can assign VM2 the Reader role for the resource group?
A. Assign a managed identity to VM2.
B. Modify the Reader role at the subscription level.
C. Configure Access control (IAM) on VM2.
D. Configure just in time (JIT) VM access on VM2.
Answer: C
Explanation:
Explanation
After you've configured an Azure resource with a managed identity, you can give the managed identity access to another resource, just like any security principal.
Use Azure RBAC to assign a managed identity access to another resource
After you've enabled managed identity on an Azure resource, such as an Azure VM or Azure virtual machine scale set:
* Sign in to the Azure portal using an account associated with the Azure subscription under which you have configured the managed identity.
* Navigate to the desired resource on which you want to modify access control. In this example, we are giving an Azure virtual machine access to a storage account, so we navigate to the storage account.
* Select the Access control (IAM) page of the resource, and select + Add role assignment. Then specify the Role, Assign access to, and specify the corresponding Subscription. Under the search criteria area,
* you should see the resource. Select the resource, and select Save.
Reference:
https://docs.microsoft.com/en-us/azure/active-directory/managed-identities-azure-resources/howto-assign-access
NEW QUESTION: 2
In an environment where multiple LDAP servers are used for user authentication, which Cisco UCS Manager feature must be configured?
A. Authentication Domain
B. Organization
C. LDAP Provider Group
D. LDAP Locale
Answer: C
Explanation:
Explanation
Explanation
Explanation/Reference:
For implementations involving multiple LDAP databases, configure an LDAP instance.
Reference:
https://www.cisco.com/c/en/us/td/docs/unified_computing/ucs/sw/sample_configurations/UCSM_1_4_LDAP_w
https://www.cisco.com/c/en/us/td/docs/unified_computing/ucs/ucs-manager/GUI-User-Guides/AdminManageme
NEW QUESTION: 3
There is a very serious outage at AWS. EC2 is not affected, but your EC2 instance deployment scripts stopped
working in the region with the outage. What might be the issue?
A. The AWS Console is down, so your CLI commands do not work.
B. None of the other answers make sense. If EC2 is not affected, it must be some other issue.
C. AWS turns off the DeployCode API call when there are major outages, to protect from system floods.
D. S3 is unavailable, so you can't create EBS volumes from a snapshot you use to deploy new volumes.
Answer: D
Explanation:
Explanation
The CBS Snapshots are stored in S3, so if you have an scripts which deploy CC2 Instances, the CBS volumes
need to be constructed from snapshots stored in S3.
You can back up the data on your Amazon CBS volumes to Amazon S3 by taking point-in-time snapshots.
Snapshots are incremental backups, which means that only
the blocks on the device that have changed after your most recent snapshot are saved. This minimizes the time
required to create the snapshot and saves on
storage costs by not duplicating data. When you delete a snapshot, only the data unique to that snapshot is
removed. Cach snapshot contains all of the information
needed to restore your data (from the moment when the snapshot was taken) to a new CBS volume.
For more information on CBS Snapshots, please visit the below URL:
* http://docs.aws.amazon.com/AWSCC2/latest/UserGuide/
CBSSnapshots.htm I
NEW QUESTION: 4
Mark Stober, William Robertson, and James McGuire are consultants for a regional pension consultancy.
One of their clients, Richard Smitherspoon, chief investment officer of Quality Car Part Manufacturing, recently attended a conference on risk management topics for pension plans. Smitherspoon is a conservative manager who prefers to follow a long-term investment strategy with little portfolio turnover.
Smitherspoon has substantial experience in managing a defined benefit plan but has little experience with risk management issues. Smitherspoon decides to discuss how Quality can begin implementing risk management techniques with Stober, Robertson, and McGuire. Quality's risk exposure is evaluated on a quarterly basis.
Before implementing risk management techniques, Smitherspoon expresses confusion regarding some measures of risk management. "I know beta and standard deviation, but what is all this stuff about convexity, delta, gamma, and vega?" Stober informs Smitherspoon that delta is the first derivative of the call-stock price curve, and Robertson adds that gamma is the relationship between how bond prices change with changing time to maturity.
Smitherspoon is still curious about risk management techniques, and in particular the concept of VAR. He asks, "What does a daily 5% VAR of $5 million mean? I just get so confused with whether VAR is a measure of maximum or minimum loss. Just last month, the consultant from MinRisk, a competing consulting firm, told me it was 'a measure of maximum loss, which in your case means we are 95% confident that the maximum 1-day loss is $5.0 million." McGuire states that his definition of VAR is that
"VAR is a measure that combines probabilities over a certain time horizon with dollar amounts, which in your case means that one expects to lose a minimum $5 million five trading days out of every 100." Smitherspoon expresses bewilderment at the different methods for determining VAR. "Can't you risk management types formulate a method that works like calculating a beta? It would be so easy if there were a method that allowed one to just use mean and standard deviation. I need a VAR that I can get my arms around." The next week, Stober visits the headquarters of TopTech, a communications firm. Their CFO is Ralph Long, who prefers to manage the firm's pension himself because he believes he can time the market and spot upcoming trends before analysts can. Long also believes that risk measurement for TopTech can be evaluated annually because of his close attention to the portfolio. Stober calculates TopTech's 95% surplus at risk to be S500 million for an annual horizon. The expected return on TopTech's asset base (currently at S2 billion) is 5%. The plan has a surplus of $100 million. Stober uses a 5% probability level to calculate the minimum amount by which the plan will be underfunded next year.
Regarding the statements on delta and gamma, are Stober and Robertson correct or incorrect?
A. Both are correct -OR- both are incorrect.
B. Only Stober is correct.
C. Only Robertson is correct.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Stober is correct, and Robertson is incorrect.
Gamma is the second derivative of the change in the underlying asset price movements. Stober correctly defines delta. (Study Session 14, LOS 40.c)