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NEW QUESTION: 1
Depending upon the purchase request amount, approvals cascade from the user to a loan officer, then to a directory and finally to a vice president. The loan officer is the user's manager. The director is the loan officer's manager. The vice president is the director's manager.
Which two approaches can you use to configure the cascading approval? (Choose Two)
A. Approval based on Authority Matrix, with a Decision Table rule to determine the approver(s)
B. Approval based on Reporting Structure and when conditions, using each operator's Reporting To manager to determine the approver(s)
C. Approval based on Reporting Structure, using the Workbasket manager to determine the approver(s)
D. Approval based on Authority Matrix, with a Decision Tree rule to determine the approver(s)
Answer: A,B

NEW QUESTION: 2
A customer plans to implement a network of x3690 X5 servers. Which of the following tools would allow installation of firmware updates?
A. Tivoli Provisioning Manager (TPM)
B. ToolsCenter
C. Tivoli Storage Manager (TSM)
D. VMware vSphere 5
Answer: B

NEW QUESTION: 3
You are considering a portfolio only of long positions not involving leverage and have the following information:
Stock | Expected Return | Variance | Correlation1 |15% | 100 | R1,2 = 0.6
2 |18% | 64 | R1,3 = 0.2 3 |24% | 400 | R2,3 = -1.0
Consider a portfolio consisting of only Stock 2 and 3. Choose the correct statement:
A. the risk of this portfolio could be zero under the right circumstances.
B. with weights of 0.5 and 0.5 in each stock, the risk of the portfolio will necessarily be reduced to zero because of the -1.0 correlation coefficient.
C. the standard deviation of this portfolio could be larger than 20%.
Answer: A
Explanation:
Given the -1.0 correlation between the two securities, the risk of this portfolio could be zero if the correct amount were invested in each.