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NEW QUESTION: 1
You have been contacted to help a company troubleshoot performance issues in their RecoverPoint environment. You discover their source LUNs reside on 14+2 RAID 6 SAS groups and their journal volumes reside on a 4+4 RAID 1/0 NL-SAS group. The consistency groups continually shift into a high load state and are frequently unable to replicate.
What will resolve this issue?
A. Add more journal volumes to the consistency group
B. Place the journal volumes into a 4+4 RAID 1/0 SAS group
C. Place the journal volumes into an 8+1 RAID 5 NL-SAS group
D. Add 10 more disks to the NL-SAS RAID group
Answer: B
NEW QUESTION: 2
Which of these best describes the actions you would take during the business requirements development service component in the prepare phase?
A. Determine the customer's technology requirements.
B. Analyze the customer's business requirements for a new solution.
C. Analyze the customer's ongoing business case requirements.
D. Determine the appropriate cooling temperature for the customer's server room.
Answer: B
NEW QUESTION: 3
チームは、建設中の製品の機能に対処する方法についてさまざまなアイデアを持っています。スプリントは2日前に始まりましたが、まだコンセンサスに達していません。プロジェクトマネージャーは何をすべきですか？
A. 主要な利害関係者である製品の所有者に、さまざまなアイデアの中から選択するように依頼します。
B. グループにアイデアを提案し、全員に投票してもらい、最も人気のあるアイデアを選択します
C. 各アイデアの長所と短所について意見を述べ、促進された会議で合意に達するようにします
D. セッションをスケジュールして、全員が各アイデアについて意見を述べ、投票して決定する機会を与えます。
Answer: C
NEW QUESTION: 4
Which of the following statements are true:
I. The convexity of a zero coupon bond maturing in 10 years is more than that of a 4% coupon bond with a modified duration of 10 years II. The convexity of a bond increases in a linear fashion as its duration is increased III. Convexity is always positive for long bond positions IV. The convexity of a zero coupon bond maturing in 10 years is less than that of a 4% coupon bond maturing in 10 years
A. II and IV
B. III
C. I and III
D. None of the statements is true
Answer: D
Explanation:
Explanation
Statement I is not correct because the 4% bond with the same modified duration as the zero coupon bond will have a maturity much later in the future than the zero coupon, and the final repayment coming much later will cause its convexity to be greater than the equivalent duration zero coupon bond.
Statement II is not correct as the convexity of a bond increases not in a linear fashion but in proportion to the square root of time as the maturity of the bond is increased.
Statement III is not correct as mortgage based bonds bring negative convexity even in the case of long positions, Statement IV is not correct as the duration of a zero coupon bond maturing in 10 years has a modified duration greater than that of a coupon bearing bond of the same maturity, which means its convexity is higher and not lower (note this is different from statement I where the modified durations were identical. Here, the maturity is identical which has different implications.) Therefore none of the statements is correct and Choice 'd' is the correct answer.