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NEW QUESTION: 1
Northern Trail Outfittersは、MarketingCloud内にメールアドレスや電話番号を保存することを望んでいません。
どの機能を使用する必要がありますか?
A. 連絡先との主従関係
B. 連絡先オブジェクトへのルックアップ参照
C. トークン化された送信
D. フィールドレベルの暗号化
Answer: C

NEW QUESTION: 2
In a Bridged CO architecture, which of the following is TRUE?
A. IPv6 is supported.
B. Subscriber sessions are terminated on the BNG.
C. Multicast replication on the BSA is supported.
D. PPPoE is supported.
Answer: C

NEW QUESTION: 3
You are implementing a website redesign of an existing website that provides historical weather condition maps.
The current layout resembles the graphic in the exhibit. (Click the Exhibit button.)

Year selection is implemented as a set of links, which causes the page to reload when the user changes the year. The year selection HTML is contained in a div with an id of "year- selector".
You need to modify the page so that the user can change the year without the page reloading.
You also need to ensure that there is minimal change to the design of the page.
Which code segment should you use?

A. Option A
B. Option D
C. Option B
D. Option C
Answer: B
Explanation:
HTML5 slider contains min and max properties:
* min Minimum value of the range. Default minimum value is 0.
* maxMaximum value of the range. Default maximum value is 100.
Incorrect:
Not A: HTML5 slider contains "range" property, but it used for enabling and configuring range selection in slider, not for setting min and max possible values.
References: http://www.html5tutorial.info/html5-range.php

NEW QUESTION: 4
Which of the following expressions represents the Sharpe ratio, where is the expected return, is the standard deviation of returns, rm is the return of the market portfolio and if is the risk free rate:
A. Option B
B. https://www.riskprep.com/images/stories/questions/102.10.d.png
C. https://www.riskprep.com/images/stories/questions/102.10.b.png
C)
https://www.riskprep.com/images/stories/questions/102.10.a.png
D)
https://www.riskprep.com/images/stories/questions/102.10.c.png
D. Option A
E. Option C
F. Option D
Answer: D
Explanation:
Explanation
The Sharpe ratio is the ratio of the excess returns of a portfolio to its volatility. It provides an intuitive measure of a portfolio's excess return over the risk free rate. The Sharpe ratio is calculated as [(Portfolio return - Risk free return)/Portfolio standard deviation]. Therefore Choice 'c' is the correct answer.
The Treynor ratio is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the portfolio's beta. Therefore the Treynor Ratio is calculated as [(Portfolio return - Risk free return)/Portfolio's beta].
Jensen's alpha is another risk adjusted performance measure. It considers only the 'alpha', or the return attributable to a portfolio manager's skill. It is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (rf), plus the market risk premium (which is given by [Beta x (Market portfolio's return - Risk free rate)]. Jensen's alpha is therefore the actual return earned less the risk free rate and the beta return.
Refer to the tutorial on risk adjusted performance measures for more details.