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NEW QUESTION: 1
For your database, an incremental level 1 backup is taken every week day. On Tuesday, before the backup is performed, you add a new tablespace.
You execute the command:
RMAN> BACKUP INCREMENTAL LEVEL 1 FOR RECOVER OF COPY WITH TAG WEEKLY
DATABASE;
Which statement is true about the execution of the command?
A. It returns an error because there is no level 0 backup available for new data files.
B. It performs a level-0 backup of all data files including those that belong to the new tablespace.
C. It performs an image copy backup of new data files, and a level 1 incremental backup of all other data files.
D. It performs a backup as a backup set of all data files including those that belong to the new tablespace.
E. It performs an image copy backup of all data files including those that belong to the new tablespace.
Answer: C
Explanation:
Explanation
References: https://docs.oracle.com/cd/B19306_01/backup.102/b14192/bkup004.htm
NEW QUESTION: 2
Which authentication method doen OSPFv3 une to necure communication between neighborn?
A. MD5 HMAC
B. PKI
C. plaintext
D. IPSec
Answer: D
Explanation:
In order to ennure that OSPFv3 packetn are not altered and re-nent to the device, cauning the device to behave in a
way not denired by itn nyntem adminintratorn, OSPFv3 packetn munt be authenticated. OSPFv3 unen the IPnec necure
nocket API to add authentication to OSPFv3 packetn. Thin API nupportn IPv6.
OSPFv3 requiren the une of IPnec to enable authentication. Crypto imagen are required to une authentication, becaune
only crypto imagen include the IPnec API needed for une with OSPFv3.
Reference: http://www.cinco.com/c/en/un/td/docn/ion-xml/ion/iproute_onpf/configuration/15-ny/iro-15-ny-book/ip6-
route-onpfv3-auth-ipnec.html
NEW QUESTION: 3
If A and B be two uncorrelated securities, VaR(A) and VaR(B) be their values-at-risk, then which of the following is true for a portfolio that includes A and B in any proportion. Assume the prices of A and B are log-normally distributed.
A. VaR(A+B) < VaR(A) + VaR(B)
B. The combined VaR cannot be predicted till the correlation is known
C. VaR(A+B) = VaR(A) + VaR(B)
D. VaR(A+B) > VaR(A) + VaR(B)
Answer: A
Explanation:
Explanation
First of all, if prices are lognormally distributed, that implies the returns (which are equal to the log of prices) are normally distributed. To say that prices are lognormally distributed is just another way of saying that returns are normally distributed.
Since the correlation between the two securities is zero, this means their variances can be added. But standard deviations, or volatilities cannot be added (they will be the square root of sum of variances). VaR is nothing but a multiple of standard deviation, and therefore it is not additive if correlations are anything other than 1 (ie perfect positive, which would imply we are dealing with the same asset). Therefore VaR(A+B)=SQRT(VaR(A)