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NEW QUESTION: 1
You have two servers named Server1 and Server 2 that run Windows Server 2016.
Server 1 and Server 2 are nodes in a Network Load Balancing (NLB) cluster. The Web Sever server role is installed on each node.
Users report that when they submit web form data, sometimes the data is not stored, and they must full in the form again.
You need to resolve the issue. The solution must ensure that connections are load balanced between Server 1 Server 2.
What should you do in the NLB cluster?
A. Add an IP address.
B. Add the Microsoft Load Balancing/Failover Provider service to all of the network adapters.
C. Modify the existing port rules.
D. Modify the Cluster operation mode.
Answer: D

NEW QUESTION: 2
In Amazon AWS, which of the following statements is true of key pairs?
A. Key pairs are used only for Amazon SDKs.
B. Key pairs are used only for Elastic Load Balancing and AWS IAM.
C. Key pairs are used for all Amazon services.
D. Key pairs are used only for Amazon EC2 and Amazon CloudFront.
Answer: D
Explanation:
Key pairs consist of a public and private key, where you use the private key to create a digital signature, and then AWS uses the corresponding public key to validate the signature. Key pairs are used only for Amazon EC2 and Amazon CloudFront.
Reference: http://docs.aws.amazon.com/general/latest/gr/aws-sec-cred-types.html

NEW QUESTION: 3
When performing portfolio stress tests using hypothetical scenarios, which of the following is not generally a challenge for the risk manager?
A. Evaluating interrelationships between counterparties when considering liquidity risks
B. Building a consistent set of hypothetical shocks to individual risk factors
C. Building a positive semi-definite covariance matrix
D. Considering back office capacity to deal with increased transaction volumes
Answer: D
Explanation:
Explanation
Choice 'c' relates to operational risk and process capabilities, generally not a concern when evaluating market risk of a portfolio. Choice 'a', Choice 'b' and Choice 'd' represent real concerns for the risk manager when building stress tests for the value of a portfolio.
Choice 'a' is relevant because certain shocks may be inconsistent with each other, and therefore implausible.
For example, an increase in futures prices may be inconsistent with without spot prices and/or interest rates increasing according to the no-arbitrage condition. Choice 'b' is relevant when modeling a covariance matrix in a stressed situation with higher correlations, as a hypothetical covariance matrix which is not positive semi-definite may give absurd results (negative variance). Choice 'd' is relevant as liquidity risks may affect the price that can be realized for positions held.