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NEW QUESTION: 1
Refer to the exhibit.

You attempt to delete the N7K-1 VDC, but the operation is unsuccessful. Which cause of the issue is true"?
A. Custom resource allocations are assigned in the VDC.
B. Interfaces are assigned to N7K-1.
C. You are logged in as vdc-admin.
D. N7K-1 is the default VDC.
Answer: D

NEW QUESTION: 2
The Open Web Application Security Project (OWASP) Top Ten is a list of web application security threats that is composed by a member-driven OWASP committee of application development experts and published approximately every 24 months. The 2013 OWASP Top Ten list includes "cross-site scripting (XSS)." Which of the following is not a method for reducing the risk of XSS attacks?
Response:
A. XML escape all identity assertions.
B. Sanitize HTML markup with a library designed for the purpose.
C. HTML escape JSON values in an HTML context and read the data with JSON.parse.
D. Use an auto-escaping template system.
Answer: A

NEW QUESTION: 3
Refer to the exhibit. Which switch in this configuration becomes the root bridge?
A. SW1
B. SW3
C. SW4
D. SW2
Answer: B

NEW QUESTION: 4
The slope of the SML in an economy is 8.9%. The risk-free rate prevailing in the economy is 4.9%. A security has a correlation coefficient of 0.23 with the market. The market's standard deviation is 15% while that of the security is 19%. The expected return on the portfolio equals ________.
A. 7.49%
B. 14.19%
C. 13.66%
Answer: A
Explanation:
The Security Market Line (SML) is a plot of the expected returns on securities against their betas. CAPM implies that the slope of the SML equals the market risk premium and the intercept equals the risk-free rate. Hence, the data given in the problem imply that the market premium is 8.9%.
To calculate the expected return on the security using CAPM, we must first find its beta. The beta of the security equals the covariance between the security and the market divided by the market variance. Also, the covariance equals the product of the correlation coefficient and the individual standard deviations.
Hence, the covariance between the security and the market equals 0.23 * 0.15 * 0.19 = 0.0066. Therefore, the beta of the security equals 0.0066/(0.152) = 0.29. Therefore, the CAPM expected return on the security equals 4.9% + 0.29 * 8.9% = 7.49%.

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