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NEW QUESTION: 1
Mule applications that implement a number of REST APIs are deployed to their own subnet that is inaccessible from outside the organization.
External business-partners need to access these APIs, which are only allowed to be invoked from a separate subnet dedicated to partners - called Partner-subnet. This subnet is accessible from the public internet, which allows these external partners to reach it.
Anypoint Platform and Mule runtimes are already deployed in Partner-subnet. These Mule runtimes can already access the APIs.
What is the most resource-efficient solution to comply with these requirements, while having the least impact on other applications that are currently using the APIs?
A. Duplicate the APIs as Mule applications, then deploy them to the Mule runtimes
B. Implement (or generate) an API proxy Mule application for each of the APIs, then deploy the API proxies to the Mule runtimes
C. Add an additional endpoint to each API for partner-enablement consumption
D. Redeploy the API implementations to the same servers running the Mule runtimes
Answer: B

NEW QUESTION: 2
Study this exhibit below carefully.

What is the effect of the distribute-list command in the R1 configuration?
A. R1 will permit only the 10.0.0.0/24 route in the R2 RIP updates
B. R1 will filter only the 172.24.1.0/24 route from the R2 RIP updates
C. R1 will filter the 10.1.0.0/24 and the 172.24.1.0/24 routes from the R2 RIP updates
D. R1 will not filter any routes because there is no exact prefix match
Answer: C
Explanation:
Explanation/Reference:
Explanation:
The command "distribute-list 10 in Serial0" will create an incoming distribute list for interface serial 0 and refers to access list 10.
So it will permit routing updates from 10.0.x.x network while other entries (in this case the 10.1.0.0/24 and
172.24.1.0/24 networks) will be filtered out from the routing update received on interface S0.

NEW QUESTION: 3
Millennium Investments (MI), an investment advisory firm, relies on mean-variance analysis to advise its clients. Mi's advisors make asset allocation recommendations by selecting the mix of assets along the capital allocation line that is most appropriate for each client.
One of MPs clients, Edward Alverson, 60 years of age, requests an analysis of four risky mutual funds (Fund W, Fund X, Fund Y, and Fund Z). After examining the four funds, MI finds that all four mutual funds are equally weighted portfolios, and that all of the funds, except Fund Z, are mean-variance efficient. MI also finds that the correlations between all pairs of the mutual funds are less than one.
MI calculates the average variance of returns across all assets within each mutual fund, the average covariance of returns across all pairs of assets within each mutual fund, and each mutual fund's total variance of returns. The results of Mi's calculations are reported in Exhibit 1.

During his meeting with the MT advisors, Alverson explains that he will retire soon, and, consequently, is highly risk-averse. Alverson agrees with Mi's reliance on mean-variance analysis and makes the following statements:
Statement 1: All portfolios lying on the minimum variance frontier are desirable portfolios.
Statement 2: Because I am highly risk-averse, I expect that my investment portfolio on the capital allocation line will have risk and return equal to that of the global minimum variance portfolio.
MI operates under the assumption that all investors agree on the forecasts of asset expected returns, variances, and correlations. Based on these assumptions, MI created the Millennium Investments 5000 Fund (MI-5000), which is a market value-weighted portfolio of all assets in the market. MI derives the forecasts for the MI-5000 Fund and for a fund comprising short-term government securities shown in Exhibit 2.

Given Mi's assumption that all investors have identical expectations of expected returns, variances, and correlations, and given the capital market forecasts in Exhibit 2, MI should conclude that the expected returns on Funds W and Z are:
A. E(R) on Fund Wis less than 0.225.
B. E(R) on Fund Z is less than 0.225.
C. E(R) on both funds are less than 0.225.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Assuming all investors agree on all asset return, variance, and correlation expectations, then the market portfolio has the highest Sharpe ratio. The Sharpe ratio for the market portfolio equals the slope of the capital market line:

NEW QUESTION: 4
あなたはDynamics 365 Financeシステム管理者です。
ユーザーがレコード数をすばやく削減できるように、所定の基準に基づいてデータをフィルタリングする必要があります。
ユーザーの要件を解決するには、適切な構文を識別する必要があります。
どのクエリフィルタ構文を使用する必要がありますか？回答するには、回答エリアで適切なオプションを選択します。
注：それぞれの正しい選択には1ポイントの価値があります。

Answer:
Explanation:

Explanation

References:
https://docs.microsoft.com/en-us/dynamics365/fin-ops-core/fin-ops/get-started/advanced-filtering-query-options