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NEW QUESTION: 1
회사는 정적 포트에서 TCP를 사용하여 액세스 할 새로운 서비스를 개발 중입니다. 솔루션 아키텍트는 서비스가 고 가용성이고 가용 영역에 걸쳐 중복성이 있으며 공개적으로 액세스 할 수있는 DNS 이름 my.service.com을 사용하여 액세스 할 수 있는지 확인해야 합니다. 다른 회사가 주소를 허용 목록에 추가 할 수 있도록 서비스는 고정 주소 할당을 사용해야 합니다.
리소스가 단일 리전의 여러 가용 영역에 배포되었다고 가정하면 어떤 솔루션이 이러한 요구 사항을 충족합니까?
A. 서비스에 대한 Amazon EC2 인스턴스를 만듭니다. 각 가용 영역에 대해 하나의 탄력적 IP 주소를 만듭니다. NLB (Network Load Balancer)를 생성하고 할당 된 TCP 포트를 노출시킵니다. 각 가용 영역의 NLB에 탄력적 IP 주소를 할당하십시오. 대상 그룹을 생성하고 EC2 인스턴스를 NLB에 등록하십시오. my.service.com이라는 새 A (별칭) 레코드 세트를 작성하고 NLB DNS 이름을 레코드 세트에 지정하십시오.
B. Amazon ECS 클러스터 및 애플리케이션에 대한 서비스 정의를 생성합니다. 클러스터의 각 호스트에 퍼블릭 IP 주소를 생성하고 할당하십시오. ALB (Application Load Balancer)를 작성하고 정적 TCP 포트를 노출하십시오. 대상 그룹을 생성하고 ECS 서비스 정의 이름을 ALB에 할당하십시오. 새 CNAME 레코드 세트를 작성하고 공용 IP 주소를 레코드 세트에 연관 시키십시오. 다른 회사에 Amazon EC2 인스턴스의 탄력적 IP 주소를 제공하여 허용 목록에 추가하십시오.
C. 각 인스턴스의 탄력적 IP 주소로 Amazon EC2 인스턴스를 생성합니다. NLB (Network Load Balancer)를 작성하고 정적 TCP 포트를 노출하십시오. NLB에 EC2 인스턴스를 등록하십시오. my.service.com이라는 새 이름 서버 레코드 세트를 생성하고 EC2 인스턴스의 탄력적 IP 주소를 레코드 세트에 할당하십시오. EC2 인스턴스의 탄력적 IP 주소를 다른 회사에 제공하여 허용 목록에 추가하십시오.
D. Amazon ECS 클러스터 및 애플리케이션에 대한 서비스 정의를 생성합니다. ECS 클러스터에 퍼블릭 IP 주소를 생성하고 할당하십시오. NLB (Network Load Balancer)를 생성하고 TCP 포트를 노출하십시오. 대상 그룹을 생성하고 ECS 클러스터 이름을 NLB에 할당하십시오. my.service.com이라는 새 A 레코드 세트를 만들고 ECS 클러스터의 퍼블릭 IP 주소를 레코드 세트에 할당합니다. ECS 클러스터의 공개 IP 주소를 다른 회사에 제공하여 허용 목록에 추가하십시오.
Answer: A

NEW QUESTION: 2
A failure in establishing a BGP connection can be addressed by checking the TCP connectivity and BGP peer configurations.
A. TRUE
B. FALSE
Answer: B

NEW QUESTION: 3

A. Option E
B. Option B
C. Option A
D. Option D
E. Option C
Answer: A,C

NEW QUESTION: 4
Mike Diffle has been asked to evaluate the bonds of Hardin, Inc. The specific issue Diffle is considering has an 8% annual coupon and matures in two years. The bonds are currently callable at 101, and beginning in six months, they are callable at par. Bratton Corp, a competitor of Hardin's, also has bonds outstanding which are identical to Hardin's except that they are not callable. Diffle believes that the AA rating of both bonds is an accurate reflection of their credit risk. Diffle is wondering if the Bratton bonds might be a better investment than the Hardin bonds. Assume that the following 1-year interest rate tree is used to value bonds with a maturity of up to three years (this tree assumes interest rate volatility of 10%).

Also, assume that the appropriate spot rates for securities maturing in one, two, and three years are 7.25%
,7.5%, and 7.80%, respectively.
Diffle believes he should begin his analysis with the option-free Bratton bonds. He decides to consider two different approaches to valuing the Bratton Bonds-one that uses the current spot rate curve and another that uses the interest rate tree given above.
For the next step in his analysis, Diffle has decided to calculate the value of the Hardin bonds using the interest rate tree. His assumption is that the bond will be called ai any node of the tree where the calculated value exceeds the call price. Diffle summarizes the results of his bond valuation analysis in a memo to his supervisor, Luke Puldo. In this memo, Diffle makes the following statements:
Statement 1: The value of the option embedded in the Hardin bonds can be derived by simply subtracting the interest rate tree value of the Hardin bonds from the interest rate tree value of the Bratton bonds.
Statement 2: I am concerned that the 10% volatility assumption used to develop the interest rate tree might be too low. A higher volatility assumption would result in a lower value for the Hardin bonds.
After reviewing Diffle's analysis, Puldo notes that Diffle has not included any information on the option adjusted spread (OAS) for the Hardin bonds. Puldo suggests that Diffle should evaluate the OAS in order to get an idea of the liquidity risk of the Hardin bonds. Diffle counters that the OAS may not be very informative in this case, since he is uncertain as to the reliability of the interest rate volatility assumption.
To finish his analysis, Diffle would like to use his binomial model to evaluate the interest rate risk of both the Hardin bonds and the Bratton bonds. Diffle has shocked interest rates by 25 basis points throughout the interest rate tree he has been using to value the two bond issues. Using the new rates, Diffle has calculated values for the bonds assuming a 25-basis-point increase or decrease in rates. He plans to use these values as inputs into the following formulas for duration and convexity:

Calculate the value of the Bratton bonds using the interest rate tree.
A. 100.378.
B. 100.218.
C. 100.915.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Interest rate tree: Discount maturity value back one year at different 1-year forward rates, then take the equally weighted average of those values discounted back to today at today's 1-year rate:

(Study Session 14.LOS 54.c,d)