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NEW QUESTION: 1
You develop a solution that uses an Azure SQL Database to store user information for a mobile app.
The app stores sensitive information about users.
You need to hide sensitive information from developers that query the data for the mobile app.
Which three items must you identify when configuring dynamic data masking? Each correct answer presents a part of the solution.
NOTE: Each correct selection is worth one point.
A. Column
B. Index
C. Table
D. Schema
E. Trigger
Answer: A,C,D
Explanation:
Explanation/Reference:
Explanation:
In the Dynamic Data Masking configuration page, you may see some database columns that the recommendations engine has flagged for masking. In order to accept the recommendations, just click Add Mask for one or more columns and a mask is created based on the default type for this column. You can change the masking function by clicking on the masking rule and editing the masking field format to a different format of your choice.

References:
https://docs.microsoft.com/en-us/azure/sql-database/sql-database-dynamic-data-masking-get-started- portal

NEW QUESTION: 2
Which of the following are cloud-native advantages?
A. Modules are loosely coupled
B. Quick Service Recovery
C. Hardware virtualization 0%
D. Quick deployment
Answer: A,B,D

NEW QUESTION: 3
An investor holds a bond portfolio with three bonds with a modified duration of 5, 10 and 12 years respectively. The bonds are currently valued at $100, $120 and $150. If the daily volatility of interest rates is
2%, what is the 1-day VaR of the portfolio at a 95% confidence level?
A. 163.11
B. 0
C. 115.51
D. 1
Answer: C
Explanation:
Explanation
The total value of the portfolio is $370 (=$100 + $120 + $150). The modified duration of the portfolio is the weighted average of the MDs of the different bonds, ie =(5 * 100/370) + (10 * 120/370) + (12 * 150/370) =
9.46.
This means that for every 1% change in interest rates, the value of the portfolio changes by 9.46%. Since the daily volatility of interest rates is 2%, the 95% confidence level move will be 1.65 * 2% = 3.30%. Thus, the VaR of the portfolio at the 95% confidence level will be 3.3 * 9.46% * $370 = $115.51.
All other answers are incorrect.

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