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A preview of actual API API-571 test questions 3.
NEW QUESTION: 1
R1 #sh ip sla configuration
IP SLAs Infrastructure Engine-III
Entry number: 1
Owner:
Tag:
Operation timeout (milliseconds): 1000
Type of operation to perform: icmp-echo
Target address/Source address: 10.1.2.2/0.0.0.0
Request size (ARR data portion): 28
Verify data: No
Vrf name:
Schedule:
Operation frequency (seconds): 2 (not considered if randomly scheduled) Next Scheduled Start Time: Pending trigger Group Scheduled: FALSE Randomly Scheduled: FALSE
Life (seconds): 3600
Entry Ageout (seconds): never
Recurring (Starting Everyday): False
Status of Entry (SSMP RowStatus): notInService
Threshold (milliseconds): 2000
Distribution statistics:
Number of statistic hours kept: 2
Number of statistic distribution buckets kept: 1
Statistic distribution interval (milliseconds): 20
Enhanced history:
History statistics:
Number of history Lives kept: 0
Number of history Buckets kept: 15
History Filter Type: None
R1 # sh ip sla statistics
IPSLAs Latest Operation Statistics
IPSLA operation id: 1
Number of successes: Unknown
Number of failures: Unknown
Operation time to live: 0
Refer to the exhibit. For which reason could the statistics for IP SLA operation 1 be unknown?
A. The ICMP echoes were lost in transit.
B. The Type of Service parameter is configured incorrectly.
C. Data verification has been disabled.
D. The IP SLA schedule is missing.
E. The Operation Frequency value is the same as the Operation Timeout value.
Answer: D
Explanation:
Explanation/Reference:
Explanation:
NEW QUESTION: 2
Which services are standard with Qradar on cloud deployment?
A. Offense investigations, upgrades and reporting
B. Offense investigations and reporting
C. Installation, deployment, upgrades
D. Installation, offense management and upgrades
Answer: C
NEW QUESTION: 3
The 10-day VaR of a diversified portfolio is $100m. What is the 20-day VaR of the same portfolio assuming the market shows a trend and the autocorrelation between consecutive periods is 0.2?
A. 141.42
B. 0
C. 1
D. 154.92
Answer: D
Explanation:
Explanation
The square root of time rule cannot be applied here because the returns across the periods are not independent.
(Recall that the square root of time rule requires returns to be iid, independent and identically distributed.) Here there is a 'autocorrelation' in play, which means one period's returns affect the returns of the other period.
VaR is merely a multiple of volatility, or standard deviation, using the factor for the desired confidence level.
VaR across time periods can be combined using the square root of time rule, in fact if returns were independent we could have easily calculated the VaR for the 20-day period as equal to $100m*SQRT(20/10) =
$141.4m
But in this case we need to account for the autocorrelation. We can do this akin to the way we combine the VaR of different assets that have a given correlation. Since we know that:
Variance (A + B) = Variance(A) + Variance(B) + 2*Correlation*StdDev(A)*StdDev(B).
The standard deviation, which the VaR is a multiple of, can be calculated by taking the square root of the variance.
Therefore the combined VaR over the two months will be equal to =SQRT( (100