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SAP Certified Associate - SAP Fiori Application Developer

  • Exam Number/Code : C-FIORD-2502
  • Exam Name : SAP Certified Associate - SAP Fiori Application Developer
  • Questions and Answers : 213 Q&As
  • Update Time: 2019-01-10
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NEW QUESTION: 1
You have an Azure subscription that contains the resources shown in the following table.

You create an Azure SQL database named DB1 that is hosted in the East US region.
To DB1, you add a diagnostic setting named Settings1. Settings1 archives SQLInsights to storage1 and sends SQLInsights to Workspace1.
For each of the following statements, select Yes if the statement is true. Otherwise, select No.
NOTE: Each correct selections is worth one point.

Answer:
Explanation:

Explanation

Box 1: No
You archive logs only to Azure Storage accounts.
Box 2: Yes
Box 3: Yes
Sending logs to Event Hubs allows you to stream data to external systems such as third-party SIEMs and other log analytics solutions.
Note: A single diagnostic setting can define no more than one of each of the destinations. If you want to send data to more than one of a particular destination type (for example, two different Log Analytics workspaces), then create multiple settings. Each resource can have up to 5 diagnostic settings.
References:
https://docs.microsoft.com/en-us/azure/azure-monitor/platform/diagnostic-settings

NEW QUESTION: 2
What is the purpose of the My Devices Portal in a Cisco ISE environment?
A. to provision userless and agentless systems
B. to request a newly provisioned mobile device
C. to register new laptops and mobile devices
D. to manage and deploy antivirus definitions and patches on systems owned by the end user
Answer: B
Explanation:
Explanation


NEW QUESTION: 3
SAP Fioriアプリケーションが使用する宛先には、次のどの認証タイプを選択できますか?
注:この質問には2つの正解があります
A. アプリからデータベースへのSSO
B. ロールの伝播
C. 主な伝播
D. 基本認証
Answer: C,D

NEW QUESTION: 4
Natalia Berg, CFA, has estimated the key rate durations for several maturities in three of her $25 million bond portfolios, as shown in Exhibit 1.

At a fixed-income conference in London, Berg hears a presentation by a university professor on the increasing use of the swap rate curve as a benchmark instead of the government bond yield curve. When Berg returns from the conference, she realizes she has left her notes from the presentation on the airplane. However, she is very interested in learning more about whether she should consider using the swap rate curve in her work.
As she tries to reconstruct what was said at the conference, she writes down two advantages to using the swap rate curve:
Statement 1: The swap rate curve typically has yield quotes at 11 maturities between 2 and 30 years. The
U.S. government bond yield curve, however, has fewer on-the-run issues trading at maturities of at least two years.
Statement 2: Swap curves across countries are more comparable than government bond curves because they reflect similar levels of credit risk.
Berg also estimates the nominal spread, Z-spread, and option-adjusted spread (OAS) for the Steigers Corporation callable bonds in Portfolio 2. The OAS is estimated from a binomial interest rate tree. The results are shown in Exhibit 2.

Berg determines that to obtain an accurate estimate of the effective duration and effective convexity of a callable bond using a binomial model, the specified change in yield (i.e., Ay) must be equal to the OAS.
Berg also observes that the current Treasury bond yield curve is upward sloping. Based on this observation, Berg forecasts that short-term interest rates will increase.
If the spot-rate curve experiences a parallel downward shift of 50 basis points:
A. Portfolio 3 will experience the best price performance.
B. Portfolio 1 will experience the best price performance.
C. all three portfolios will experience the same price performance.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
The sum of a portfolios key rate durations is the effective duration of the portfolio. Each of the portfolios has an effective duration of five, so a parallel shift in the yield curve will have the same effect on each portfolio, and each will experience the same price performance. {Study Session 14, LOS 53.f)