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NEW QUESTION: 1
You need to configure security for the SSRS instance on SSRS01 to connect to SSAS and minimize downtime.
What should you do? (Each correct answer presents part of the solution. Choose all that apply.)
A. Configure SSRS01 to use the Custom authentication type.
B. Restart the IIS service.
C. Register a service principal name for the Analysis Services service.
D. Register a service principal name for the Report Server service.
E. Configure SSRS01 to use the Negotiate authentication type.
Answer: D,E
Explanation:
Explanation/Reference:
A (not B): If you are deploying Reporting Services in a network that uses the Kerberos protocol for mutual authentication, you must create a Service Principal Name (SPN) for the Report Server service if you configure it to run as a domain user account.
D (not E):
* See step 6 below.
To register an SPN for a Report Server service running as a domain user
1. Install Reporting Services and configure the Report Server service to run as a domain user account.
Note that users will not be able to connect to the report server until you complete the following steps.
2. Log on to the domain controller as domain administrator.
3. Open a Command Prompt window.
4. Copy the following command, replacing placeholder values with actual values that are valid for your network:
5. Setspn -a http/<computer-name>.<domain-name>:<port><domain-user-account>
6. Run the command.
7. Open the RsReportServer.config file and locate the <AuthenticationTypes> section. Add
<RSWindowsNegotiate/> as the first entry in this section to enable NTLM.
* RSWindowsNegotiate. If you initially set the Windows service account for the report server to NetworkService or LocalSystem in Reporting Services Configuration Manager, RSWindowsNegotiate is added to the RSReportServer.config file as the default setting. With this setting, the report server can accept requests from client applications requesting Kerberos or NTLM authentication. If Kerberos is requested and the authentication fails, the report server switches to NTLM authentication and prompts the user for credentials unless the network is configured to manage authentication transparently.
Using RSWindowsNegotiate is your best option because it provides the greatest flexibility for multiple clients in an intranet environment.
Not C: IIS is not mention in this scenario.
Note:
* From scenario:
/A single-server deployment of SQL Server 2008 R2 Reporting Services (SSRS) in native mode is installed on a server named SSRS01. The Reporting Server service is configured to use a domain service account.
Reference: Register a Service Principal Name (SPN) for a Report Server
NEW QUESTION: 2
이 질문은 밑줄친 텍스트가 올바른지 판단하기 위해 평가해야 합니다.
배포 된 ASP.NET 응용 프로그램을 실행하려면 IIS (인터넷 정보 서비스)가 클라이언트 컴퓨터에 설치되어 있어야 합니다.
밑줄 친 텍스트가 명령문을 올 Y 르지 않게하는 경우 정답을 선택하십시오.
밑줄이 표시된 텍스트가 문장을 정확하게 만들려면 "변경 필요 없음"을 선택하십시오.
A. 배포 할 계획 인 컴퓨터
B. 응용 프로그램을 호스팅하는 컴퓨터
C. 변경이 필요 없음
D. 응용 프로그램 계층 게이트웨이 서비스
Answer: B
NEW QUESTION: 3
Martha Garret, CFA, manages fixed income portfolios for Jones Brothers, Inc. (JBI). JBI has been in the portfolio management business for over 23 years and provides investors with access to actively managed equity and fixed-income portfolios. All of JBI's fixed-income portfolios are constructed using U.S. debt instruments. Garret's primary portfolio responsibilities are the Quasar Fund and the Nova Fund, both of which are long fixed-income portfolios consisting of Treasury securities in all maturity ranges. The Quasar Fund holdings as of March 15 are provided in Exhibit 1. A comparison of key rate durations for the Quasar Fund and Nova Fund is provided in Exhibit 2.
Of particular importance to Garret and her colleagues is the degree of interest rate risk exposure unique to each portfolio under JBI's management. Driving the increased awareness of the portfolios' interest rate exposure is the double digit growth in assets under management that JBI's fixed-income portfolios have experienced in the last five years. Interest in the company's fixed-income portfolios continues to grow and as a result, all portfolio managers are required to attend weekly meetings to discuss key portfolio risk factors. At the last meeting, Miranda Walsh, a principal at JBI, made the following comments:
"The variance of daily interest rate changes has been trending higher over the last three months leading us to believe that a period of high volatility is approaching in the next twelve to eighteen months. However, the reliability is questionable since the volatility estimates were derived using an option pricing model, which assumes constant interest rates."
"Also, the Treasury spot rate curve currently has a similar shape to the yield curve on Treasury coupon securities, which, according to the market segmentation theory of interest rate term structure, indicates a relatively high level of demand from investors for intermediate term securities. Overzealous trading by investors unwilling to move into other maturity ranges may create mispricing and opportunities for arbitrage." After the meeting, Walsh and JBI's other principals met to discuss a new international portfolio opportunity.
At Walsh's suggestion, the principals selected Garret as the lead portfolio manager for the new fund, which will be titled the Atlantic Fund. One of the other portfolio managers, Greg Terry, CFA, suggested to Garret that she utilize the LIBOR swap curve as a benchmark for the Atlantic fund rather than using local government yield curves. Terry justifies his suggestion by claiming that "the lack of government regulation in the swap market makes swap rates and curves directly comparable between different countries despite fewer maturity points with which to construct the curve as compared to a government yield curve.
Furthermore, credit risk in the swap curves of various countries is similar, thus avoiding the complications associated with different levels of sovereign risk embedded in government yield curves." Intrigued by the idea of using the swap curve, Garret has her assistant begin gathering a range of current and forward LIBOR rates.
Which of the following statements regarding the effects of interest rate changes on the Quasar Fund and Nova Fund is most accurate? The value of the:
A. Nova Fund would enjoy a smaller percentage gain from a negative butterfly yield curve shift in which all interest rates decrease than would the Quasar Fund.
B. Quasar Fund would suffer a smaller percentage loss from a positive butterfly yield curve shift in which all interest rates increase than would the Nova Fund.
C. Quasar Fund would suffer a smaller percentage loss from a steepening twist of the yield curve in which all interest rates increased than would the Nova Fund.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
In a negative butterfly shift in which all interest rates decrease, the long-term and short-term interest rates will decrease by a greater amount than will the intermediate-term interest rates. The Quasar fund has a very large interest rate sensitivity (as measured by the 30-year key rate duration) to long-term interest rates. Therefore, if the interest rates at the long end decrease by a greater amount than intermediate-term rates, the effect on the value of the Quasar Fund will be greater than the effect on the Nova Fund, which has large exposure to intermediate-term rates but much less exposure to long-term rates. Recall that a decrease in interest rates causes the value of a fixed-income security to rise. Thus, the percentage gain in the value of the Quasar Fund will be greater than the Nova Fund in this scenario. (Study Session 14, LOS
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