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NEW QUESTION: 1
Sie haben eine Azure-Webanwendung mit dem Namen WebApp1, die in einem Azure App Service-Plan mit dem Namen ASP1 ausgeführt wird. ASP1 basiert auf der Preisstufe D1.
Sie müssen sicherstellen, dass auf WebApp1 nur von Computern in Ihrem lokalen Netzwerk zugegriffen werden kann. Die Lösung muss die Kosten minimieren.
Was solltest du konfigurieren? Wählen Sie zum Beantworten die entsprechenden Optionen im Antwortbereich aus.
HINWEIS: Jede richtige Auswahl ist einen Punkt wert.

Answer:
Explanation:

Erläuterung

Kasten 1: B1
B1 (Basic) würde die Kosten im Vergleich zu P1v2 (Premium) und S1 (Standard) minimieren.
Kasten 2: Cross Origin Resource Sharing (CORS)
Sobald Sie die CORS-Regeln für den Dienst festgelegt haben, wird eine ordnungsgemäß authentifizierte Anforderung für den Dienst von einer anderen Domäne ausgewertet, um festzustellen, ob sie gemäß den von Ihnen angegebenen Regeln zulässig ist.
Hinweis: CORS (Cross Origin Resource Sharing) ist eine HTTP-Funktion, mit der eine Webanwendung, die unter einer Domäne ausgeführt wird, auf Ressourcen in einer anderen Domäne zugreifen kann. Um die Wahrscheinlichkeit von Cross-Site-Scripting-Angriffen zu verringern, implementieren alle modernen Webbrowser eine Sicherheitsbeschränkung, die als Richtlinie mit demselben Ursprung bezeichnet wird. Dadurch wird verhindert, dass eine Webseite APIs in einer anderen Domäne aufruft. CORS bietet eine sichere Möglichkeit, einem Ursprung (der Ursprungsdomäne) das Aufrufen von APIs in einem anderen Ursprung zu ermöglichen.
Verweise:
https://azure.microsoft.com/en-us/pricing/details/app-service/windows/
https://docs.microsoft.com/en-us/azure/cdn/cdn-cors

NEW QUESTION: 2
You have a cloud solution that uses an Azure Functions consumption plan to scale hundreds of processes. A portion of the code is shown below. (L.ne numbers are included for reference only.)

For each of the following statements, select Yes if the statement is true. Otherwise, select No.
NOTE: Each correct selection is worth one point

Answer:
Explanation:


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. 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.
B. 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.
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: B
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
53-0

NEW QUESTION: 4
Which tab in SAP HANA studio displays CPU load history data?
Please choose the correct answer.
Response:
A. Overview
B. Landscape
C. Volumes
D. Performance
Answer: D