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NEW QUESTION: 1
Which of the following protocols support the multicast ASM model? (Multiple choice)
A. MBGP and MSDP
B. PIM-SM and IGMPv2
C. PIM-DM and IGMPv2
D. PIM-SSM and IGMPv3
Answer: B,C

NEW QUESTION: 2
Fragment level statistics are NOT supported with which fragmentation strategy?
A. Expression fragmentation.
B. List fragmentation.
C. Round-robin fragmentation.
D. Interval fragmentation.
Answer: C
Explanation:
IBM 000-919 : Practice Test

NEW QUESTION: 3
You decide to set up Cloud NAT. After completing the configuration, you find that one of your instances is not using the Cloud NAT for outbound NAT.
What is the most likely cause of this problem?
A. An external IP address has been configured on the instance.
B. You have created static routes that use RFC1918 ranges.
C. The instance has been configured with multiple interfaces.
D. The instance is accessible by a load balancer external IP address.
Answer: A
Explanation:
https://www.sovereignsolutionscorp.com/google-cloud-nat/

NEW QUESTION: 4
Amie Lear, CFA, is a quantitative analyst employed by a brokerage firm. She has been assigned by her supervisor to cover a number of different equity and debt investments. One of the investments is Taylor, Inc. (Taylor), a manufacturer of a wide range of children's toys. Based on her extensive analysis, she determines that her expected return on the stock, given Taylor's risks, is 10%. In applying the capital asset pricing model (CAPM), the result is a 12% rate of return.
For her analysis of the returns of Devon, Inc. (Devon), a manufacturer of high-end sports apparel, Lear intends to use the Fama-French model (FFM). Devon is a small-cap growth stock that has traded at a low market-to-book value in recent years. Lear's analysis has provided a wealth of quantitative information to consider. The return on a value-weighted market index minus the risk-free rate is 5.5%, the small-cap return premium is 3.1%, the value return premium is 2.2%, and the liquidity premium is 3.3%. The risk-free rate is 3.4%. The market, size, relative value, and liquidity betas for Devon are 0.7, -0.3, 1.4, and 1.2, respectively. In estimating the appropriate equity risk premium, Lear has chosen to use the Gordon growth model.
Lear's assistant, Doug Saunders, presents her with a report on macroeconomic multifactor models that includes the following two statements:
Statement 1: Business cycle risk represents the unexpected change in the difference between the return of risky corporate bonds and government bonds.
Statement 2: Confidence risk represents the unexpected change in the level of real business activity.
Lear is also attempting to determine the most appropriate method for determining the required return for Densmore, Inc. (Densmore), a closely held company that is considering a debt issue within the next year.
The company has not previously issued debt securities to the public, relying instead on bank financing.
She realizes that there are a number of models to consider, including the CAPM, multifactor models, and build-up models.
According to the FFM, the estimate of the required return for Devon is closest to:
A. 9.4%.
B. 13.4%.
C. 11.8%.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
Required return under FFM - risk-free rate + market beta (equity risk premium) + size beta (small-cap return premium) + value beta (value-return premium)
= 3.4% + 0.7(5.5%) + -0.3(3.1%) + 1.4(2.2%) = 9.4%
Note: The liquidity factor is only applicable to the Pastor-Stambaugh (PS) model. The PS model is otherwise the same as the FFM, save for the addition of the liquidity factor. (Study Session 10, LOS 35.d)