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NEW QUESTION: 1
전용 인스턴스가 VPC로 시작되면 어떻게 됩니까?
A. 전용 인스턴스 인스 턴스가있는 VPC로 인스턴스를 시작하는 경우 전용 인스턴스를 수동으로 만들어야 합니다.
B. 인스턴스 임대가 전용 인 VPC에 인스턴스를 시작하면 인스턴스가 자동으로 전용 인스턴스가 됩니다.
C. 인스턴스 임대가 전용 인 VPC에 인스턴스를 시작하면 인스턴스는 전용 인스턴스로만 생성되며 인스턴스의 임대에만 기반을 둡니다.
D. 이들 중 어느것도 사실이 아닙니다.
Answer: B
Explanation:
설명:
인스턴스 임대가 전용인 VPC에 인스턴스를 시작하면 인스턴스가 자동으로 전용 인스턴스가 됩니다.
http://docs.aws.amazon.com/AmazonVPC/latest/UserGuide/dedicated-instance.html
NEW QUESTION: 2
Which four pieces of information are stored for each prefix in the LFIB? (Choose four.)
A. outgoing interface
B. outgoing label
C. Layer 2 header rewrite information
D. incoming interface
E. local label
F. next-hop IP address
Answer: A,B,E,F
Explanation:
Explanation/Reference:
Explanation:
Forwarding Labeled Packets
LSR forwards the packet based on:
Top Label value of the received packet
Corresponding entry in LFIB (LABEL <=> INTERFACE)
#show mpls forwarding-table - will show:
local label
outgoing label
prefix (network)
outgoing interface
next-hop
LSR expects packet to come with "top" label being "Local" (from show mpls forwarding-table).
If Outgoing label is "Aggregate", then that means that this is a summary route and more specific lookup is performed.
If LSR cannot find label/interface mapping in LFIB, then it drops the packet.
There are several "RESERVED" labels numbered from 0 to 15:
0 - explicit NULL - is used to preserver QoS info through EXP bits. It copies 'ip prec' or DiffServ.
1 - Router alert label - forces LSR to software switch the packet.
3 - Implicit NULL - this label is used for "connected" or "summary" routes. This way LSR signals its neighbors to execute "POP label" operation on "connected" routes. It is called PHP, Penultimate Hop Popping, and is used to make sure that LSR does not perform 2 lookups (label + ip).
14 - OEM alert label - is used for monitoring purpose.
In Cisco IOS, the default range is 16 through 100,000, but can be expanded by using "mpls label range" command.
NEW QUESTION: 3
Which of the following statements are true:
(I). A deep in-the-money call option has a value very close to that of a forward contract with a forward price equal to the exercise price
(II). If the volatility of a stock goes down to zero, the value of a call option on the stock will tend to be close to that of a forward contract so long as the option is in the money.
(III). All other things remaining the same, the issue of stock warrants exercisable at a future date will cause a decline in the current stock price
(IV). Implied volatilities are calculated from market prices of options and are forward looking
A. II and III
B. All of the above
C. III and IV
D. I and IV
Answer: B
Explanation:
Explanation
All the statements are correct, therefore Choice 'd' is the correct answer. Let us look at each of these statements one by one.
I. A deep in-the-money call option has a value very close to that of a forward contract with a forward price equal to the exercise price. This is true because a deep in the money call option is most likely to be exercised, and is therefore effectively like a forward contract to buy the stock at the exercise price.
We can also look at this using the BSM formula for a call option. If c be the value of a call option, and all other variables have their usual meaning (S0 is the spot price, K is exercise price, and t is time to expiry), then according to the Black Scholes model the value of a call is given by the following expression:
202.22.e1
As S0 becomes large, d1 and d2 become large, and therefore N(d1) and N(d2) approach 1, leaving the value of the call to be equal to 202.22.e2, which is the formula for a forward contract.
II. If the volatility of a stock goes down to zero, the value of a call option on the stock will tend to be close to that of a forward contract so long as the option is in the money.
Again, this is true because if volatility is low or zero, the stock price will grow at its expected rate, and end up to be what the forward price is (S0 ert). If the option is out of the money, the value of the option will tend to 0.
III. All other things remaining the same, the issue of stock warrants exercisable at a future date will cause a decline in the current stock price.
This is true because the stock warrants are likely to be exercised only when they are in the money, ie when their exercise price is less than the going stock price, and at that time it will dilute the value of the existing shares. However, the reduction in the price is priced into the share price at the time of the issue of the warrants, and it is not that the share price falls the day they are exercised.
IV. Implied volatilities are calculated from market prices of options and are forward looking. This statement is true: historical volatilities calculated from past prices are backward looking, while 'implied volatility' is the volatility implied from market prices, and is forward looking as it encapsulates the market's view of how volatile the future is likely to be.