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NEW QUESTION: 1
Your network contains an Active Directory domain named contoso.com. The domain contains three servers named Server1, Server4, and Server5 that run Windows Server 2016.
Distributed File System (DFS) is deployed as shown in the DFS Configuration exhibit. (Click the Exhibit button.)

You configure the replication schedule for \\Contoso.com\Namespace1\Folder1 as shown in the Replication Schedule exhibit. (Click the Exhibit button.)

Use the drop-down menus to select the answer choice that completes each statement based on the information presented in the graphics.

Answer:
Explanation:

Explanation

The Replicated Folder (Folder1) refers to the name of the DFS target, not the name of the local folder. It does not matter if the local folder name does not match the name of the DFS target. Therefore, replication will work as normal according to the configured schedule.

NEW QUESTION: 2
Mary Thomas works for Kershaw-Ross, a large investment bank located in London. Kershaw-Ross provides advice to portfolio managers, securities dealers, and hedge funds. Jack Bentley is Thomas assistant.
Washington Capital Management, one of Thomas' clients, has a $5 million position in fixed-rate U.S.
Treasury bonds. The firm would like to hedge this position using calls on Treasury bonds. The calls each cover $100,000 par value of bonds, have a delta of 0.4, and are out-of-the-money. To hedge this position, Thomas recommends that Washington Capital Management calculate the delta for the call options written on these Treasury bonds.
Later that week, Thomas discusses the particulars of option hedges with Francis Steele, Vice President at Washington Capital Management. Thomas describes how using gamma, the change in delta relative to the change in the underlying asset price, can increase the precision of the hedge. She states that this would be particularly true if the bond portfolio used calls that were at-the-money. Bentley adds that given the uncertainty surrounding U.S. Federal Reserve monetary policy, Kershaw-Ross has been advising clients to carefully monitor their bond positions for price changes. Bentley states that in Washington Capital Management's case, if the price of the underlying bond increases by 1% due to a yield curve shift, the calf hedge should be decreased because delta would have increased.
Thomas is analyzing the portfolio for one of his investors, Canopy Managers. Last year the portfolio had a market value of $4,881,000 and a dollar duration of $157,200. The current figures for the portfolio are provided below:

Canopy would like to alter the current dollar duration of the portfolio to last year's duration, and they would like to do so with the least amount of cash possible and a controlling position in one of the bonds.
Canopy Managers has also contracted to take out a 9-month loan for $5 million in three months at LIBOR.
Canopy's chief financial officer has become concerned that interest rates might increase and has asked Thomas to investigate the possibility of hedging the position with a forward rate agreement. Thomas finds a forward rate agreement is available with the same maturity as Canopy's loan at a rate of 4.40%. The risk free rate is 3.8% and LIBOR is projected to be 4.60% at the inception of the loan.
The next week, Thomas and Bentley visit the headquarters of Capital Pension Management, one of Kershaw-Ross's largest clients. Capital is using contingent immunization to immunize a liability, but management is concerned about a possible rise in interest rates. Thomas states that if she were to recommend the most effective strategy to Capital, she would recommend that they use bonds with high yields because immunization will be cheaper. Bentley interjects that the risk from nonparallel shifts in the yield curve can be minimized by concentrating the cash flows around the horizon date.
Due to their tremendous success, Kershaw-Ross has outgrown their current headquarters and is going to expand their current building. Thomas's team has been charged with securing financing tor the renovations. They currently are considering a remodeling and addition that would cost approximately
£5,000,000.
Thomas has secured the financing necessary for the renovations at a floating interest rate of LIBOR plus
150 basis points, with payments made quarterly over three years. Thomas believes that Kershaw-Ross should be able to complete the renovation of the building and close on the loan in one year. She is concerned, however, that interest rates will increase in the interim and has obtained a swaption to hedge the loan. She states that Kershaw-Ross should use a payer swaption to hedge the loan. Bentley evaluates the forecasts for future swap fixed rates as well as the current terms of various swaptions, which are provided below:
Fixed rate for a 1 -year payer swaption = 8.50%
Fixed rate for a 1-year receiver swaption = 8.60%
Projected swap fixed rate in one year = 9.30%
Fixed rate for a 4-year payer swaption - 9.40%
Fixed rate for a 4-year receiver swaption = 9.70%
Projected swap fixed rate in four years = 9.80%
Regarding their statements concerning the strategy of Capital Asset Management, determine whether Thomas and Bentley are correct or incorrect.
A. Both are correct.
B. Only Bentley is correct.
C. Only Thomas is correct.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Thomas is incorrect. If they use bonds with high yields, it is true that the cost of immunization wil be cheaper. Expected returns are higher so they will have to purchase fewer bonds- However, such bonds will aiso have higher credit risk and contingent immunization assumes no default. If one of the bonds defaults, the immunization strategy will not provide the terminal value required.
Bentley is correct. The risk from nonparallel shifts in the yield curve (immunization risk) can be minimized by concentrating the cash Rows around the horizon date. (Study Session 9, LOS 29.f)

NEW QUESTION: 3
All of the following are characteristics of the strategic planning process, except the:
A. Analysis of consumer demand.
B. Emphasis on both the short and long run.
C. Review of the attributes and behavior of the organization's competition.
D. Analysis and review of departmental budgets.
Answer: D
Explanation:
Choice "c" is correct. Analysis and review of departmental budgets is not a part of the strategic planning
process. Budgets are operational and much more specific than the things that are part of strategic
planning.
Choices "a", "b", and "d" are incorrect. All of these are part of the strategic planning process:
A. Emphasis on both the short and long run.
B. A review of competition.
D. Analysis of consumer demand.

NEW QUESTION: 4
Identify the missing words in the following sentence... A Benefits Review Plan is used to show [?]
A. Opportunities which, if occurred, would have a favourable impact on the projects costs and benefits
B. An investment appraisal for the project
C. The project's outputs and outcomes
D. Resources required to measure the expected benefits
Answer: D

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