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NEW QUESTION: 1
Which of the following introduces model error when basing VaR on a normal distribution with a static mean and standard deviation?
A. Volatility clustering
B. Autocorrelation of squared returns
C. All of the above
D. Heavy tails
Answer: C
Explanation:
Explanation
When VaR is based on an assumption of normality with a static mean and volatility, it means anything that violates these assumptions will introduce model error. Volatility clustering implies a non-static volatility.
Heavy tails imply non-normality of the shape of the distribution. Autocorrelation of squared returns implies that returns are not independent and identically distributed. Therefore all of these introduce model error.
Choice 'd' is therefore the correct answer.

NEW QUESTION: 2
Which of the following is not True for search 360?
A. Access iBase databases can use Search 360
B. SQL server iBase databases can use Search 360
C. Search 360 will automatically index all documents with the suffix RTF, ANB, LNB, TCV, XML, CSV
D. Search 360 requires SQL Server CLR (common language runtime) integration to be enabled.
Answer: A

NEW QUESTION: 3
Refer to the exhibit.

A network administrator sets up the Exam_Employees WLAN on an Aruba solution with a default role of guest, as shown in the exhibit. To which users does the guest role apply?
A. users who successfully authenticate and are not assigned a different role by the RADIUS server
B. users who successfully authenticate and are assigned to the default role by the RADIUS server
C. users who have connected to the SSID, but have not yet attempted authentication
D. users who fail authentication
Answer: A