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NEW QUESTION: 1
大規模なエンタープライズアプリケーションのGitリポジトリを管理します。
アプリケーションの開発時には、Config.jsonという名前のファイルを使用します。
アプリケーションへの変更がコミットされるたびに、Config.jsonがソース管理にコミットされないようにする必要があります。
どの3つのアクションを順番に実行する必要がありますか？回答するには、適切なアクションをアクションのリストから回答領域に移動し、正しい順序に並べます。
Answer:
Explanation:
Explanation:
Step 1: Delete and recreate the repository.
Step 2: Add Config.json to the .gitignore file
Each line in the .gitignore excludes a file or set of files that match a pattern.
Example:
# ignore a single file
Config.json
Step 3: Run the git add .gitignore command
At the initial commit we want basically move from Untracked to Staged, for staging we have to indicate which file we want to move or specify a pattern, as example:
Reference:
http://hermit.no/how-to-find-the-best-gitignore-for-visual-studio-and-azure-devops/
https://geohernandez.net/how-to-add-an-existing-repository-into-azure-devops-repo-with-git/
NEW QUESTION: 2
Which type of application is a poor candidate for migration to a VDC?
A. One that uses a specific BIOS
B. One that has horizontal or web-scale characteristics
C. One that uses an open source database
D. One that uses an n-tier architecture
Answer: A
NEW QUESTION: 3
ネットワークエンジニアはフレームが必要とされていないトランクポート上のフレームの非効率的なローティングを停止することにより、スイッチ上の帯域幅とリソース使用率を向上させなければなりません。どのCisco IOSの機能はこのタスクを達成するために使用することができますか。
A. VTPプルーニング
B. スイッチポートトランク許可VLAN
C. VLANアクセスマップ
D. アクセスリスト
Answer: A
NEW QUESTION: 4
Donaghy Management Company (DMC) manages several funds only available to high net worth individuals. In preparation for an upcoming meeting, the firm has circulated among its managers the information in Figure 1 on objectives and market expectations relevant to each of three funds.
Figure 1: Fund Strategies and Market Expectations
The manager of Fund A has collected data on put and call options on the broad market index underlying his strategy. The option data are presented in Figure 2. All options presented have the same expiration date.
Figure 2: Option Data for the Broad Market Index
During the meeting, the manager of Fund B states that in order to enhance returns for the fund, he intends to implement a box-spread strategy. The manager explains the strategy by stating, "The ending price of the asset underlying the box-spread strategy has no impact on the payoff of the strategy.
Thus, if the market price of the strategy implies a rate of return greater than the risk-free rate, an arbitrage opportunity exists." Also during the meeting, DMC's president questioned the manager of Fund C about the mechanics of his hedging strategy. The manager explained the strategy with the following comments:
Comment 1: "The hedge position is established to reduce the exposure to certain equity positions by writing call options on those equity positions. The necessary number of short option positions per share of stock held is calculated as the inverse of the option delta." Comment 2: "The hedge position only requires adjusting in the event of a price or volatility change in the underlying and is effective for small changes in the price of the underlying security." Which of the following option strategies would be most beneficial in terms of potential payoff for Fund A given its objectives and market expectations?
A. Long straddle.
B. Long bull spread.
C. Short butterfly spread.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
In a long straddle, the investor purchases a call option and a put option with the same strike price. The strategy is suitable in an environment in which volatility is expected to be high, but the direction of the volatility is uncertain. The straddle benefits if the price of the underlying moves by a large amount, either up or down. The strategy docs poorly if the stock price remains constant. Fund As objective is to profit from changes in market volatility using option strategies. Fund As market expectations are that volatility in the near future wit! be higher, but the direction is uncertain. Thus, Fund A would be well suited to undertake a long straddle option strategy. A short butterfly strategy would also benefit from higher volatility with uncertain direction. However, the short butterfly strategy has limited profit potential for both increases and decreases in the price of the underlying. A long straddle on the other hand has unlimited profit potential for increases in the price of the underlying and profit potential for decreases in the price of the underlying limited only by the price falling to zero. (Study Session 15, LOS 43.a)