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NEW QUESTION: 1
What part of the Architecture Repository shows the building blocks that are currently in use within the organization?
A. Reference Library
B. Standards Information Base
C. Architecture Landscape
D. Architecture Metamodel
E. Governance Log
Answer: C

NEW QUESTION: 2
You use Azure Machine Learning designer to publish an inference pipeline.
Which two parameters should you use to consume the pipeline? Each correct answer presents part of the solution.
NOTE: Each correct selection is worth one point.
A. the authentication key
B. the REST endpoint
C. the model name
D. the training endpoint
Answer: B,C
Explanation:
A: The trained model is stored as a Dataset module in the module palette. You can find it under My Datasets.
Azure Machine Learning designer lets you visually connect datasets and modules on an interactive canvas to create machine learning models.
D: You can consume a published pipeline in the Published pipelines page. Select a published pipeline and find the REST endpoint of it.
Reference:
https://docs.microsoft.com/en-us/azure/machine-learning/how-to-run-batch-predictions-designer
https://docs.microsoft.com/en-us/azure/machine-learning/concept-designer

NEW QUESTION: 3
A derivative contract has a negative current replacement value. Which of the following statements is true about its loan equivalent value for credit risk calculations over a 2-year horizon?
A. Since the derivatives contract has a negative current replacement value, exposure will be zero.
B. The current exposure can be used for loan equivalence calculations as that is an unbiased proxy for the future value.
C. The credit exposure will be a given quintile of the expected distribution of the value of the derivatives contract in the future.
D. The notional value of the derivatives contract should be used for loan equivalence calculations.
Answer: C
Explanation:
Explanation
The current exposure is negative, so there is no immediate credit exposure. However, since the price of the derivative is volatile, we can reasonably expect the value to be greater than zero sometime in the future. This is a stochastic variable which will have a distribution, and not just a unique value, in the future that will represent the credit exposure. Since there is no unique value, a conservative approach is to pick a quintile of the distribution, and use that as the future value of the derivative contract, with the assurance that the probability of the credit exposure exceeding that quintile is known and has been consciously selected. This number can then be converted to a loan equivalent amount for credit risk purposes. Therefore Choice 'b' is the correct answer. Choice 'a', Choice 'd' and Choice 'c' are incorrect for these reasons.