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NEW QUESTION: 1
Management has asked Bob to post an introductory Welcome page when Notes users first open the Video
application.
In which one of the following places should Bob put the Welcome message?
A. In the application Using Document
B. In the application About Document
C. In the first Page in the application design
D. In a document named $Welcome
Answer: B

NEW QUESTION: 2
オンプレミスのレガシーアプリケーションは、データファイルをローカルにキャッシュし、共有イメージをローカルディスクに書き込みます。
アプリケーションをAWSに移行するときに、水平スケーリングを可能にするために何が必要ですか？
A. 共有イメージとキャッシュデータの両方がAmazonEBSに書き込まれるようにアプリケーションを変更します。
B. Amazon S3でキャッシュデータの読み取りと書き込みを行い、S3で共有イメージを保存するようにアプリケーションを変更します。
C. 共有画像の提供にAmazonS3を使用するようにアプリケーションを変更します。その後、キャッシュデータをローカルディスクに書き込むことができます。
D. ローカルディスクへの共有イメージの書き込みを継続しながら、AmazonS3でキャッシュデータの読み取りと書き込みを行うようにアプリケーションを変更します。
Answer: C

NEW QUESTION: 3
You write the following method (line numbers are included for reference only):

You need to ensure that the method extracts a list of URLs that match the following pattern:
@http://(www\.)?([

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\.]+)\.com;
Which code should you insert at line 07?

A. Option C
B. Option A
C. Option D
D. Option B
Answer: A
Explanation:
Explanation/Reference:
Explanation:
MatchCollection

Represents the set of successful matches found by iteratively applying a regular expression pattern to the input string.
The collection is immutable (read-only) and has no public constructor. The Regex.Matches method returns a MatchCollection object.
List<T>.Add Method

Adds an object to the end of the List<T>.
Incorrect Answers:
B: The MatchCollection.GetEnumerator method returns an enumerator that iterates through a collection.
However, To iterate through the members of the collection, you should use the collection iteration (foreach) instead of retrieving the enumerator that is returned by the GetEnumerator method.
References: https://msdn.microsoft.com/en-us/library/system.text.regularexpressions.matchcollection (v=vs.110).aspx

NEW QUESTION: 4
Natalia Berg, CFA, has estimated the key rate durations for several maturities in three of her $25 million bond portfolios, as shown in Exhibit 1.

At a fixed-income conference in London, Berg hears a presentation by a university professor on the increasing use of the swap rate curve as a benchmark instead of the government bond yield curve. When Berg returns from the conference, she realizes she has left her notes from the presentation on the airplane. However, she is very interested in learning more about whether she should consider using the swap rate curve in her work.
As she tries to reconstruct what was said at the conference, she writes down two advantages to using the swap rate curve:
Statement 1: The swap rate curve typically has yield quotes at 11 maturities between 2 and 30 years. The
U.S. government bond yield curve, however, has fewer on-the-run issues trading at maturities of at least two years.
Statement 2: Swap curves across countries are more comparable than government bond curves because they reflect similar levels of credit risk.
Berg also estimates the nominal spread, Z-spread, and option-adjusted spread (OAS) for the Steigers Corporation callable bonds in Portfolio 2. The OAS is estimated from a binomial interest rate tree. The results are shown in Exhibit 2.

Berg determines that to obtain an accurate estimate of the effective duration and effective convexity of a callable bond using a binomial model, the specified change in yield (i.e., Ay) must be equal to the OAS.
Berg also observes that the current Treasury bond yield curve is upward sloping. Based on this observation, Berg forecasts that short-term interest rates will increase.
The most appropriate conclusion to draw from Berg's analysis of the Steigers Corp callable bond is that the bond is relatively:
A. undervalued, because the OAS relative to the Treasury spot rate curve is positive.
B. undervalued, because the nominal spread and Z-spread relative to Steigers' yield curve and spot rate curve, respectively, are positive.
C. overvalued, because the OAS relative to Steigers' spot rate curve is negative.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
If the benchmark is Treasuries or a bond sector (with a credit rating higher than the bond we're valuing), any callable corporate bond with an OAS less than or equal to zero is overvalued relative to the benchmark because it must have more credit risk, and most likely more liquidity risk, than the benchmark. If the OAS is positive, the callable bond is undervalued relative to the benchmark only if the OAS is greater than the required OAS. In this question we aren't given the required OAS relative to a Treasury benchmark, so we can't draw any conclusions from the Steigers Corp. callable bond's OAS relative to Treasuries.
If we use an issuer-specific benchmark (assuming relative liquidity risk is zero), the callable bond is undervalued relative to the benchmark if the OAS is positive, fairly valued if the OAS is zero, and overvalued if the OAS is negative. In this question the OAS relative to Steigers" spot rate curve is negative, which means the callable bond is overvalued. (Study Session 14, LOS 54.a,g)