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NEW QUESTION: 1
John works as a Network Administrator for We-are-secure Inc. The We-are-secure server is based on Windows Server 2003. One day, while analyzing the network security, he receives an error message that Kernel32.exe is encountering a problem. Which of the following steps should John take as a countermeasure to this situation?
Each correct answer represents a complete solution. Choose all that apply.
A. He should upgrade his antivirus program.
B. He should observe the process viewer (Task Manager) to see whether any new process is running on the computer or not. If any new malicious process is running, he should kill that process.
C. He should restore his Windows settings.
D. He should download the latest patches for Windows Server 2003 from the Microsoft site, so that he can repair the kernel.
Answer: A,B
NEW QUESTION: 2
企業はAIビルダーを評価しています。
どのアクションを実行できますか？
次の各ステートメントについて、ステートメントがtrueの場合は[はい]を選択します。それ以外の場合は、[いいえ]を選択します。
注：それぞれの正しい選択は1ポイントの価値があります。
Answer:
Explanation:
Reference:
https://docs.microsoft.com/en-us/ai-builder/create-text-classification-model
https://radacad.com/object-detector-app-with-ai-builder-and-power-apps
NEW QUESTION: 3
Mike Diffle has been asked to evaluate the bonds of Hardin, Inc. The specific issue Diffle is considering has an 8% annual coupon and matures in two years. The bonds are currently callable at 101, and beginning in six months, they are callable at par. Bratton Corp, a competitor of Hardin's, also has bonds outstanding which are identical to Hardin's except that they are not callable. Diffle believes that the AA rating of both bonds is an accurate reflection of their credit risk. Diffle is wondering if the Bratton bonds might be a better investment than the Hardin bonds. Assume that the following 1-year interest rate tree is used to value bonds with a maturity of up to three years (this tree assumes interest rate volatility of 10%).
Also, assume that the appropriate spot rates for securities maturing in one, two, and three years are 7.25%
,7.5%, and 7.80%, respectively.
Diffle believes he should begin his analysis with the option-free Bratton bonds. He decides to consider two different approaches to valuing the Bratton Bonds-one that uses the current spot rate curve and another that uses the interest rate tree given above.
For the next step in his analysis, Diffle has decided to calculate the value of the Hardin bonds using the interest rate tree. His assumption is that the bond will be called ai any node of the tree where the calculated value exceeds the call price. Diffle summarizes the results of his bond valuation analysis in a memo to his supervisor, Luke Puldo. In this memo, Diffle makes the following statements:
Statement 1: The value of the option embedded in the Hardin bonds can be derived by simply subtracting the interest rate tree value of the Hardin bonds from the interest rate tree value of the Bratton bonds.
Statement 2: I am concerned that the 10% volatility assumption used to develop the interest rate tree might be too low. A higher volatility assumption would result in a lower value for the Hardin bonds.
After reviewing Diffle's analysis, Puldo notes that Diffle has not included any information on the option adjusted spread (OAS) for the Hardin bonds. Puldo suggests that Diffle should evaluate the OAS in order to get an idea of the liquidity risk of the Hardin bonds. Diffle counters that the OAS may not be very informative in this case, since he is uncertain as to the reliability of the interest rate volatility assumption.
To finish his analysis, Diffle would like to use his binomial model to evaluate the interest rate risk of both the Hardin bonds and the Bratton bonds. Diffle has shocked interest rates by 25 basis points throughout the interest rate tree he has been using to value the two bond issues. Using the new rates, Diffle has calculated values for the bonds assuming a 25-basis-point increase or decrease in rates. He plans to use these values as inputs into the following formulas for duration and convexity:
Using the interest rate tree, and assuming that the bonds will be called at any node of the tree where the calculated value exceeds the call price, which of the following is closest to the value of the Hardin bonds?
A. 100.915.
B. 100.472.
C. 100.378.
Answer: B
Explanation:
Explanation/Reference:
Explanation:
Use the same formula as in the previous problem, but remember that if the value at one node exceeds the call price, then the call price should be used for that node. In this case, the value at the lower node would be 108 / 1.06983 = 100.951; The assumption is that the bond would be called at the call price one year from now, or 100.
V = 0.5 x (99.512 + 8) /1.0725 + 0.5 x (100 + 8) /1.0725
V= 50.122 + 50.350 = 100.472
(Study Session 14, LOS 54.d)
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