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NEW QUESTION: 1
You are using the Apigee ExtractVariables policy JSONPath feature, and discover that the query is not returning the expected result for the payload you are providing What should you do?
A. Check that the Content-Type header is set to application/json
B. Check that the Content-Type header is set to text/json
C. Check that the Accept header is set to application/json.
D. Check that the Accept header is set to text/json
Answer: C

NEW QUESTION: 2
Natalia Berg, CFA, has estimated the key rate durations for several maturities in three of her $25 million bond portfolios, as shown in Exhibit 1.

At a fixed-income conference in London, Berg hears a presentation by a university professor on the increasing use of the swap rate curve as a benchmark instead of the government bond yield curve. When Berg returns from the conference, she realizes she has left her notes from the presentation on the airplane. However, she is very interested in learning more about whether she should consider using the swap rate curve in her work.
As she tries to reconstruct what was said at the conference, she writes down two advantages to using the swap rate curve:
Statement 1: The swap rate curve typically has yield quotes at 11 maturities between 2 and 30 years. The
U.S. government bond yield curve, however, has fewer on-the-run issues trading at maturities of at least two years.
Statement 2: Swap curves across countries are more comparable than government bond curves because they reflect similar levels of credit risk.
Berg also estimates the nominal spread, Z-spread, and option-adjusted spread (OAS) for the Steigers Corporation callable bonds in Portfolio 2. The OAS is estimated from a binomial interest rate tree. The results are shown in Exhibit 2.

Berg determines that to obtain an accurate estimate of the effective duration and effective convexity of a callable bond using a binomial model, the specified change in yield (i.e., Ay) must be equal to the OAS.
Berg also observes that the current Treasury bond yield curve is upward sloping. Based on this observation, Berg forecasts that short-term interest rates will increase.
Are the two observations Berg writes down after the fixed income conference advantages to using the swap rate curve as a benchmark instead of a government bond curve?
A. Both statements are advantages.
B. Only Statement 2 is an advantage.
C. Only Statement 1 is an advantage.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
Swap rates are fixed rates on plain-vanilla interest rate swaps. The swap rate curve (also known as the LIBOR curve) is the series of swap rates quoted by swap dealers over maturities extending from 2 to 30 years. Both of Berg's observations are advantages to using the swap rate curve instead of a government bond curve as a benchmark rate curve. (Study Session 14, LOS 53.d)

NEW QUESTION: 3
Synchronous remote copy storage array LUN number added from the restrictions are.
A. Can add up to four from the LUN
B. Can add up to a LUN from
C. You can add up two from the LUN
D. You can add any from LUN
Answer: C