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NEW QUESTION: 1
What protocol/port does the Gateway use to collect NetFlow?
A. UDP only for any port or ports as defined by the operator
B. UDP, TCP, or SCTP on any defined port
C. UDP only for a single port as defined by the operator
D. UDP/2055
E. UDP and TCP for any port as defined by the operator
Answer: A
NEW QUESTION: 2
You have been asked to explain the salient features of storage bin master record. Which of the following statement correct?
(Choose two)
A. The storage bins are always created within a storage section
B. We can assign a picking area and, where necessary, a fire-containment section for hazardous good management
C. Storage bin can be assigned to a storage type
D. Every storage bin is uniquely identified by coordinates in the storage type, and up to 12 characters are available for constructing the storage bin coordinates
Answer: A,B
NEW QUESTION: 3
In the case of historical volatility weighted VaR, a higher current volatility when compared to historical volatility:
A. will increase the confidence interval
B. will decrease the VaR estimate
C. will increase the VaR estimate
D. will not affect the VaR estimate
Answer: C
Explanation:
Explanation
When calculating volatility weighted VaR, returns are adjusted by a factor equal to the current volatility divided by the historical volatility, ie the volatility that existed during the time period the returns were earned.
If the current volatility is greater than the historical volatility (also called contemporary volatility), then it has the effect of increasing the magnitude of any past returns (whether positive or negative). This in turn increases the VaR.
Consider an example: if the current volatility is 2%, and a return of -5% was earned at a time when the volatility was 0.8%, then the volatility weighted return would be 12.5% (=-5% x 2%/0.8%). Clearly, this has the effect of increasing the VaR.
Choice 'd' is therefore the correct answer.