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NEW QUESTION: 1
In piping and equipment, creep cracking can occur where high metal temperatures and _________ occur together. Creep cracking, once initiated, can progress rapidly.
A. Pressures
B. None of the above
C. Stress risers
D. Velocities
Answer: C
NEW QUESTION: 2
シミュレーション
クリックして各目的を展開します。 Azureポータルに接続するには、ブラウザーのアドレスバーにhttps://portal.azure.comと入力します。
すべてのタスクの実行が終了したら、「次へ」ボタンをクリックします。 [次へ]ボタンをクリックすると、ラボに戻ることができないことに注意してください。採点は、残りの試験を完了する間、バックグラウンドで発生します。
概要
試験の次のセクションはラボです。このセクションでは、ライブ環境で一連のタスクを実行します。ほとんどの機能はライブ環境と同様に使用できますが、一部の機能（コピーと貼り付け、外部Webサイトへの移動機能など）は設計上不可能です。スコアは、ラボで述べられているタスクを実行した結果に基づいています。言い換えれば、タスクをどのように達成するかは問題ではありません。タスクを正常に実行すると、そのタスクのクレジットを獲得できます。
ラボの時間は個別ではなく、この試験には複数のラボが必要な場合があります。各ラボを完了するのに必要な時間を使用できます。ただし、与えられた時間内にラボと試験の他のすべてのセクションを完了することができるように、時間を適切に管理する必要があります。
ラボ内で[次へ]ボタンをクリックして作業を送信すると、ラボに戻ることはできません。
ラボを開始するには
[次へ]ボタンをクリックして、ラボを開始できます。
Ubuntu Server 17.10イメージに基づいて、VM1003aおよびVM1003bという名前の2つのAzure仮想マシンを展開する必要があります。展開は次の要件を満たしている必要があります。
99.95％の可用性のサービスレベル契約（SLA）を提供します。
管理対象ディスクを使用します。
Azureポータルから何をすべきですか？
A. 以下の説明を参照してください
Answer: A
Explanation:
1. Azureポータルを開きます。
2.左側のメニューで、[すべてのリソース]を選択します。タイプ別にリソースを並べ替えて、画像を簡単に見つけることができます。
3.リストから使用する画像を選択します。画像の概要ページが開きます。
4.メニューから[VMの作成]を選択します。
5.仮想マシン情報を入力します。
最初の仮想マシンの名前としてVM1003aを選択します。ここで入力したユーザー名とパスワードは、仮想マシンへのログインに使用されます。完了したら、[OK]を選択します。既存のリソースグループに新しいVMを作成するか、[新規作成]を選択してVMを保存する新しいリソースグループを作成できます。
6. VMのサイズを選択します。さらにサイズを表示するには、[すべて表示]を選択するか、サポートされているディスクタイプフィルターを変更します。
7. [設定]で、必要に応じて変更を加え、[OK]を選択します。
8.概要ページで、画像名がプライベート画像として一覧表示されているはずです。 [OK]を選択して、仮想マシンの展開を開始します。
2番目のVMに対して手順を繰り返し、VM1003bという名前を付けます。参照：
https://docs.microsoft.com/en-us/azure/virtual-machines/windows/create-vm-generalized-managed
NEW QUESTION: 3
Gabrielle Reneau, CFA, and Jack Belanger specialize in options strategies at the brokerage firm of Damon and Damon. They employ fairly sophisticated strategies to construct positions with limited risk, to profit from future volatility estimates, and to exploit arbitrage opportunities. Damon and Damon also provide advice to outside portfolio managers on the appropriate use of options strategies. Damon and Damon prefer to use, and recommend, options written on widely traded indices such as the S&P 500 due to their higher liquidity. However, they also use options written on individual stocks when the investor has a position in the underlying stock or when mispricing and/or trading depth exists.
In order to trade in the one-year maturity puts and calls for the S&P 500 stock index, Reneau and Belanger contact the chief economists at Damon and Damon, Mark Blair and Fran Robinson. Blair recently joined Damon and Damon after a successful stint at a London investment bank. Robinson has been with Damon and Damon for the past ten years and has a considerable record of success in forecasting macroeconomic activity. In his forecasts for the U.S. economy over the next year, Blair is quite bullish, for both the U.S.
economy and the S&P 500 stock index. Blair believes that the U.S. economy will grow at 2% more than expected over the next year. He also states that labor productivity will be higher than expected, given increased productivity through the use of technological advances. He expects that these technological advances will result in higher earnings for U.S. firms over the next year and over the long run.
Reneau believes that the best S&P 500 option strategy to exploit Blair's forecast involves two options of the same maturity, one with a low exercise price, and the other with a high exercise price. The beginning stock price is usually below the two option strike prices. She states that the benefit of this strategy is that the maximum loss is limited to the difference between the two option prices.
Belanger is unsure that Blair's forecast is correct. He states that his own reading of the economy is for a continued holding pattern of low growth, with a similar projection for the stock market as a whole. He states that Damon and Damon may want to pursue an options strategy where a put and call of the same maturity and same exercise price are purchased. He asserts that such a strategy would have losses limited to the total cost of the two options.
Reneau and Belanger are also currently examining various positions in the options of Brendan Industries.
Brendan Industries is a large-cap manufacturing firm with headquarters in the midwestern United States.
The firm has both puts and calls sold on the Chicago Board Options Exchange. Their options have good liquidity for the near money puts and calls and for those puts and calls with maturities less than four months. Reneau believes that Brendan Industries will benefit from the economic expansion forecasted by Mark Blair, the Damon and Damon economist. She decides that the best option strategy to exploit these expectations is for her to pursue the same strategy she has delineated for the market as a whole.
Shares of Brendan Industries are currently trading at $38. The following are the prices for their exchange- traded options.
As a mature firm in a mature industry, Brendan Industries stock has historically had low volatility. However, Belanger's analysis indicates that with a lawsuit pending against Brendan Industries, the volatility of the stock price over the next 60 days is greater by several orders of magnitude than the implied volatility of the options. He believes that Damon and Damon should attempt to exploit this projected increase in Brendan Industries1 volatility by using an options strategy where a put and call of the same maturity and same exercise price are utilized. He advocates using the least expensive strategy possible.
During their discussions, Reneau cites a counter example to Brendan Industries from last year. She recalls that Nano Networks, a technology firm, had a stock price that stayed fairly stable despite expectations to the contrary. In this case, she utilized an options strategy where three different calls were used. Profits were earned on the strategy because Nano Networks' stock price stayed fairly stable. Even if the stock price had become volatile, losses would have been limited.
Later that week, Reneau and Belanger discuss various credit option strategies during a lunch time presentation to Damon and Damon client portfolio managers. During their discussion, Reneau describes a credit option strategy that pays the holder a fixed sum, which is agreed upon when the option is written, and occurs in the event that an issue or issuer goes into default. Reneau declares that this strategy can take the form of either puts or calls. Belanger states that this strategy is known as either a credit spread call option strategy or a credit spread put option strategy.
Reneau and Belanger continue by discussing the benefits of using credit options. Reneau mentions that credit options written on an underlying asset will protect against declines in asset valuation. Belanger says that credit spread options protect against adverse movements of the credit spread over a referenced benchmark.
Regarding their comments concerning the credit option strategy that pays the holder a fixed sum, are Reneau and Belanger correct or incorrect?
A. Only Reneau is correct.
B. Both are correct -OR- both are incorrect.
C. Only Belanger is correct.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
Reneau is correct and Belanger is incorrect. Reneau is describing a binary credit option (not a credit spread option as Belanger states) with a predetermined payout. Binary credit options can take the form of either puts or calls. (Study Session 10, LOS 31.0