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NEW QUESTION: 1
Examine the exhibit.


A. Power-On Self-Test
B. Firmware Update
C. Kernel Panic
D. Software Update
Answer: C
Explanation:
Kernel Panic Basics
A kernel panic is a type of error that occurs when the core (kernel) of an operating system
receives aninstruction in an unexpected format, or that it fails to handle properly.
A kernel panic may also follow when the operating system is not able to recover from a different
type of error. Akernel panic can be caused by damaged or incompatible software or, more rarely,
damaged or incompatiblehardware.
Kernel panics in Mac OS should not be confused with an application freeze. Instead of just one
application nolonger functioning, the entire system is no longer operable.
Here you see the onscreen dialog a Mac running Mac OS X 10.2 or later displays.

For more detailed information on kernel panics, review "About 'You need to restart your computer' (kernelpanic) messages".http://support.apple.com/kb/TS3742

NEW QUESTION: 2
Two users, bob on station1 and smith on station2, generated a public/private key pair using sshkeygen to enable password-less secure shell login between them. What would be their next step to accomplish the task?
A. Copy the private key of bob to station2:~smith/.ssh/authorized_keys and vice versa.
B. Copy the public key of bob to station2:~smith/.ssh/authorized_keys and vice versa.
C. Copy the public key of bob to station1 :~smith/.ssh/authorized_keys and vice versa.
D. Copy the private key of bob to station2:~smith and vice versa.
E. Copy the key pair of bob to station2:~smith/.ssh as public and private keys.
Answer: B

NEW QUESTION: 3
Toni Morrison, CFA, a manager for Sierra Fund, is investigating the use of relative value methodologies for global corporate bond portfolio management. As a recent college graduate, Bernard Tabler has been assisting Morrison in data gathering and analysis.
Morrison is a firm believer that corporate yield spreads have a tendency to revert to their historical mean values. Accordingly, Tabler has compiled relevant information for three corporate issues. Morrison and Tabler use the information below to conduct mean reversion analysis.

Note: All spreads are expressed in basis points.
Morrison's research has also included a study of the implications of secular and cyclical changes in the primary corporate bond market. As a result of her research, she states that the implication of both cyclical and secular changes in the primary corporate bond market for fixed-income portfolio management is that effective duration and aggregate interest rate risk will increase. Tabler adds that it also appears that credit- based derivatives will increasingly be used to achieve desired exposure to credit sectors, issuers, and structures.
During the presentation to a client, Morrison discusses corporate curve analysis. He states that corporate spread curves tend to change with the economic cycle, so in order to properly conduct this analysis the analyst must examine credit and yield curves carefully. Tabler adds that corporate spreads usually narrow during upturns and widen during downturns.
Morrison is also considering using repurchase agreements to fund some overnight investment activities.
Watching the financial news, she observes that the Federal Reserve has increased the federal funds rate to combat potential inflation. She notes that this will increase the borrowing costs of investment strategies using repurchase agreements. Tabler chimes in that the strategy's interest cost could be reduced by using hot collateral such as on-the-run U.S. Treasuries.
Morrison is also providing advice to a client on the best way to hedge a floating rate loan using a swap.
The client is paying 120 basis points over LIBOR. Morrison suggests that the client enter a 5-year LIBOR- based swap. The swap fixed rate is 100 basis points over the U.S. Treasury rate. The floating rate is LIBOR flat. LIBOR is 5.60% and the Treasury rate is 5.20% when this swap is being considered.
In the swap hedge of the floating rate loan, the net fixed rate that the client will pay is closest to:
A. 7.4%.
B. 5.8%.
C. 7.8%.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
The net interest paid is determined as follows:

The LIBOR paid in the loan is cancelled by the LIBOR received in the swap. In net, the client will pay a fixed rate of 6.20% * 1.20% = 7.40%. (Study Session 15, LOS 44.a)

NEW QUESTION: 4
あなたの会社は、雇用主名、雇用日、仕事の説明など、労働者の以前の雇用情報を追跡したいと考えています。どのアクションを実行する必要がありますか？
A. シードされたコンテンツタイプと新しいコンテンツアイテムを使用します。
B. 新しいコンテンツタイプとコンテンツアイテムを作成します。
C. コンテンツアイテムのない自由形式のコンテンツタイプを作成します。
D. 自由形式のコンテンツタイプと新しいコンテンツアイテムを作成します。
E. 新しいコンテンツタイプを作成しますが、シードされたコンテンツアイテムを作成します。
Answer: C

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