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NEW QUESTION: 1
DRAG DROP
You use the entire System Center suite. You integrate Service Manager with Operations Manager, Virtual Machine
Manager, Orchestrator, and Active Directory. You perform all remediation by using Orchestrator runbooks. An application experiences performance problems on a periodic basis.
You have the following requirements:
A new incident must be opened when System Center Operations Manager (SCOM) detects a performance problem.
The incident must be closed when the performance problem is resolved.
The incident must be associated with the HR performance problem in Service Manager.
You need to configure the environment.

Answer:
Explanation:

NEW QUESTION: 2
LenoxSoftはデータベースのクリーンアッププロジェクトを実施し、見込み客を大量に更新しました。見込み客のいくつかは誤って更新され、何が起こったかを調査する必要があります。
どのような更新が行われたかを判断するのに役立つ、見込み客の[監査]タブにある3つのデータポイントはどれですか。
3つの答えを選んでください
A. プロスペクトが割り当てられた日時
B. 時間枠でフィルターされたライフサイクルレポート
C. 更新されたプロスペクトフィールド
D. その見込み客が追加または削除されたリスト
E. 見込み顧客がWebサイトの閲覧に費やした時間
Answer: A,D,E

NEW QUESTION: 3
Which two statements are true about the Key Exists validator? (Choose two.)
A. it always issues a select to the database to ensure all data is up to date.
B. it can validate any data changes that happened in the current transaction that have not yet been committed to the database.
C. it cannot validate any data changes that happened in the current transaction that have not yet been committed to the database.
D. it first checks the cache for match and then goes to the database only if necessary.
E. it can be used only with attributes that are defined as primary keys in the database.
Answer: B,D

NEW QUESTION: 4
Which of the following statements is INCORRECT according to CAPM:
A. portfolios on the efficient frontier have different Sharpe ratios
B. securities with a higher standard deviation of returns will have a higher expected return
C. the return expected by investors for holding the risky asset is a function of the covariance of the risky asset to the market portfolio
D. expected returns on an asset will equal the risk free rate plus a compensation for the additional risk measured by the beta of the asset
Answer: B
Explanation:
The return on an asset is a function of the covariance of the asset's return to the returns of the market portfolio.
They do not depend upon the standard deviation of the asset itself. Therefore Choice 'b' is correct and Choice
'c' is incorrect.
The expected returns on an asset are equal to the risk free rate plus the beta times the market risk premium, therefore Choice 'a' is correct.
Portfolios on the efficient frontier will all have a different Sharpe ratio, which is the ratio of excess returns to portfolio volatility.
Choice 'c' is the correct answer (note that the question is asking for an identification of the INCORRECT statement).