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NEW QUESTION: 1
While setting up an exercise laboratory in a city with an altitude of 8,600 ft (2,775 m), a pulmonary function technologist notices the fuel cellO2analyzer is displaying 15.2%. Which of the following is the best explanation for this finding?
A. The fuel cell needs to be changed.
B. F1O2decreases with increasing altitude.
C. This exercise system will not work at high altitude.
D. The analyzer is responding to P1O2.
Answer: D

NEW QUESTION: 2
A technician is troubleshooting what appears to be a RAM issue on a PC. Which of the following
symptoms would indicate if this is a RAM issue?
A. Wrong BIOS time
B. Continuous reboots
C. POST code beeps
D. Distended capacitors
Answer: B

NEW QUESTION: 3
ELBとのスティッキーセッションを有効にするとどうなりますか？
A. ユーザーのセッションからのすべてのリクエストが複数のインスタンスに送信されるようにします。
B. ユーザーセッションを特定のインスタンスにバインドします。
C. すべての要求を単一のDNSにルーティングします
D. 各IPアドレスに単一のELB DNSを提供します
Answer: B
Explanation:
デフォルトでは、ロードバランサーは各要求を最小の負荷を持つ登録済みインスタンスに個別にルーティングします。ただし、スティッキーセッション機能（セッションアフィニティとも呼ばれる）を使用できます。これにより、ロードバランサーはユーザーのセッションを特定のインスタンスにバインドできます。これにより、セッション中のユーザーからのすべての要求が確実に同じインスタンスに送信されます。
参照：
http://docs.aws.amazon.com/ElasticLoadBalancing/latest/DeveloperGuide/elb-sticky-session.html

NEW QUESTION: 4
Which of the following statements are true in relation to Historical Simulation VaR?
I. Historical Simulation VaR assumes returns are normally distributed but have fat tails II. It uses full revaluation, as opposed to delta or delta-gamma approximations III. A correlation matrix is constructed using historical scenarios IV. It particularly suits new products that may not have a long time series of historical data available
A. A
B. II
C. I and IV
D. All of the above
E. II and III
Answer: A
Explanation:
Explanation
Historical Simulation VaR is conceptually very straightforward: actual prices as seen during the observation period (1 year, 2 years, or other) become the 'scenarios' forming the basis of the valuation of the portfolio. For each scenario, full revaluation is performed, and a P&L data set becomes available from which the desired loss quantile can be extracted.
Historical simulation is based upon actually seen prices over a selected historical period, therefore no distributional assumptions are required. The data is what the data is, and is the distribution. Statement I is therefore not correct.
It uses full revaluation for each historical scenario, therefore statement II is correct.
Since the prices are taken from actual historical observations, a correlation matrix is not required at all.
Statement III is therefore incorrect (it would be true for Monte Carlo and parametric Var).
Historical simulation VaR suffers from the limitation that if enough representative data points are no available during the historical observation period from which the scenarios are drawn, the results would be inaccurate.
This is likely to be the case for new products. Therefore Statement IV is incorrect.

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