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Exam Name: SAS Certified Associate: Applied Statistics for Machine Learning
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NEW QUESTION: 1
직원이 AWS 인프라에서 권한이 없는 작업을 실행하는 경우 보안 팀이 대응 계획을 세우고 있습니다. 직원의 1AM 권한이 사고의 일부로 변경되었는지 확인하는 단계를 포함하려고 합니다.
팀은 계획에서 어떤 단계를 문서화해야 합니까?
선택 해주세요:
A. Made를 사용하여 사건 이전에 직원의 1AM 권한을 검사하고이를 직원의 A 현재 1AM 권한과 비교합니다.
B. AWS Config를 사용하여 사건 전에 직원의 1AM 권한을 검사하고이를 직원의 현재 1AM 권한과 비교하십시오.
C. 사고 발생 전 직원의 1AM 권한을 검사하고 이를 직원의 현재 1AM 권한과 비교하려면 Trusted Advisor를 사용하십시오.
D. CloudTrail을 사용하여 사고 전에 직원의 1AM 권한을 검사하고이를 직원의 현재 1AM 권한과 비교합니다.
Answer: B
Explanation:
설명
AWSConfig 기록을 사용하여 특정 항목의 기록을 볼 수 있습니다.
아래 스냅 샷은 AWS Config의 사용자 구성 예를 보여줍니다.

이러한 서비스를 사용하여 특정 구성 항목의 기록을 볼 수 없기 때문에 옵션 B, C 및 D는 모두 유효하지 않습니다. 이는 AWS Config에서만 수행 할 수 있습니다.
AWS Config의 변경 사항 추적에 대한 자세한 내용은 아래 URL을 참조하십시오.
https://docs.aws.amazon.com/AmazonCloudFront/latest/DeveloperGuide/TrackineChanees.htmll 정답은 다음과 같습니다. AWS Config를 사용하여 사고 전에 직원의 1AM 권한을 검사하고 직원의 현재 1AM 권한을 비교합니다.
전문가에게 피드백 / 질문을 제출하십시오

NEW QUESTION: 2
Refer to the exhibit.

During a QSIG tunneling over SIP call establishment, which two types of SIP messages can the OGW use to tunnel a waiting QSIG message? (Choose two.)
A. SIP INFO
B. SIP OPTIONS
C. SIP UPDATE
D. SIP REFER
E. SIP re-INVITE
F. SIP NOTIFY
Answer: C,E
Explanation:
Explanation/Reference:
Explanation:
The TGW sends and the OGW receives a 200 OK response--the OGW sends an ACK message to the TGW and all successive messages during the session are encapsulated into the body of SIP INFO request messages. There are two exceptions:
When a SIP connection requires an extended handshake process, renegotiation, or an update, the gateway may encapsulate a waiting QSIG message into a SIP re-INVITE or SIP UPDATE message during QSIG call establishment.
When the session is terminated, gateways send a SIP BYE message. If the session is terminated by notice of a QSIG RELEASE COMPLETE message, that message can be encapsulated into the SIP BYE message.
References: http://www.cisco.com/c/en/us/td/docs/ios-xml/ios/voice/sip/configuration/15-mt/sip-config-15- mt-book/voi-sip-tdm.html

NEW QUESTION: 3
애플리케이션은 Amazon DynamoDB 테이블에 항목을 씁니다. 애플리케이션이 수천 개의 인스턴스로 확장되면 DynamoDB API를 호출하면 가끔 ThrottlingException 오류가 발생합니다. 애플리케이션이 AWS SDK와 호환되지 않는 언어로 코딩되었습니다.
오류를 어떻게 처리해야 합니까?
A. Amazon Kinesis Data Firehose를 통해 DynamoDB로 항목 보내기
B. Amazon API Gateway를 통해 API 호출 전달
C. Amazon SQS를 API 메시지 버스로 사용
D. 애플리케이션 로직에 지수 백 오프 추가
Answer: D
Explanation:
https://aws.amazon.com/premiumsupport/knowledge-center/throttled-ddb/
SDKs automatically add exponential backoff. If not using the AWS SDKs, add your own backoff logic to the application code.
https://docs.aws.amazon.com/amazondynamodb/latest/developerguide/Programming.Errors.html#Programming.Errors.Handling

NEW QUESTION: 4
Jean Sims, CFA and Ellie Hayes, CFA are advisors for Eagle Fixed Income Investors. Eagle makes recommendations on bonds, mortgages, and other fixed income investments for wealthy individuals and institutions.
Eagle has a client, Parker Portfolio Managers, which has a large holding of mortgages. Due to a projected decline in the housing market in the United States, the yields on mortgages are expected to increase over the next year. The largest mortgage position for Parker is currently priced at 98.80. Given the projected increase in yields, Sims has calculated an expected price of the mortgage of 95.50 in one year. For the same magnitude of yield change, she projects a price of 101.20 if yields instead fall. Hayes states that Parker should hedge the mortgage by shorting a 10-year Treasury bond futures contract.
Discussing the performance of mortgages in general with Parker officers, Hayes states that they are market directional investments. Hayes's reasoning is that mortgages tend to follow the general direction of the fixed income market, where mortgages should be avoided when interest rates are expected to rise and favored when they are expected to fall.
Commenting on hedging mortgages in general, Sims states that a two Treasury bond futures hedge is usually more effective than a single Treasury bond futures hedge. Furthermore, she states, a mortgage can be hedged dynamically by adjusting the hedge through time, or by buying interest rate options. An option hedge would be used when its implied volatility is low, she states.
Examining the Parker portfolio in more detail, Sims gathers the following details on mortgages they hold.

Later that day Sims and Hayes discuss the appropriate hedging of mortgages and make the following statements:
* Sims: "To hedge the duration exposure of a mortgage and maintain a constant duration, the investor should sell Treasury bond futures when interest rates fall and buy Treasury bond futures when interest rates rise."
* Hayes: "Mortgage investors face model risk where using a poor model increases the investor's risk. For example, if prepayments increase faster than expected, the investor faces greater risk. Unfortunately, there is no easy way to hedge model risk." Examining the properties of principal only (PO) and interest only (10) strips, Sims determines that the key rate durations for a client's PO strip are negative before year 8 but turn positive thereafter. The client's 10 strip has key rate durations that are positive up until year 10 but turn negative thereafter. Overall, the duration is positive for the PO strip and negative for the 10 strip. Sims is examining the effect of a yield curve change on the mortgages. Her assumption is that the short end of the yield curve increases while the Long end of the curve is unchanged.
Regarding comments of Sims and Hayes on hedging mortgages and model risk, are the comments correct?
A. Both Sims and Hayes are correct.
B. Only Sims is correct.
C. Only Hayes is correct.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
Sims is incorrect. When interest races decline, the duration of a mortgage declines due to its negative convexity. Or looking at it another way, the mortgage's effective maturity and duration shorten as prepayment becomes more likely. So the investor would buy Treasury bond futures when interest rates fall to maintain a constant duration. The investor would sell Treasury bond futures when interest rates rise because the duration of mortgages increases as its convexity turns positive when interest rates rise.
Hayes is correct. Model risk increases the investor's risk, for example, when prepayments increase faster than a model predicts. The failure of a model cannot be hedged but the investor should assess a models success after the fact and check the sensitivity of the model to changes in inputs before the fact. For example, the investor could determine how a change in prepayments would affect mortgage value under different scenarios. (Study Session 10, LOS 32.b)


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