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NEW QUESTION: 1
In the ORCL database, UNDOTBS1 is the active undo tablespace with a fixed size of 70 MB and RETENTION GUARANTEE.
UNDO_RETENTION is set to 15 minutes and the tablespace does not have AUTOEXTEND on.
Which statement is true about a transaction if UNDOTBS1 fills with uncommitted undo within 10 minutes of the transaction's first update?
A. It succeeds and the generated undo is stored in SYSTEM.
B. It succeeds and the least recently used undo block UNDOTBS1 is overwritten by the generated undo.
C. It succeeds and the generated undo is stored in SYSAUX.
D. It fails and returns the error message "ORA=30036": unable to extend segment by 8 in undo tablespace
'UNDOTBS1'".
E. It fails and returns the error message "Snapshot too old".
F. It succeeds and the generated undo is stored in TEMP.
Answer: B

NEW QUESTION: 2
What are two advantages of using Content Switching for Global Server Load Balancing (GSLB) service selection? (Choose two.)
A. Ability to bind multiple GSLB vServers with different protocol types under one Content Switching vServer.
B. Bind multiple GSLB domains or FQDNs to a single GSLB vServer.
C. Apply different load balancing methods on the different subsets of GSLB services in the deployment.
D. Define a subset of GSLB services with different priorities and specify an order in which the services in the subset are applied to a request.
Answer: A,B

NEW QUESTION: 3
Your network contains an Active Directory domain named contoso.com. The relevant objects in the domain
are configured as shown in the following table.

User1 is in OU1. GPO1 is linked to OU1.
The settings in GPO1 are configured as shown in the exhibit. (Click the Exhibit tab.)
Computer1 does not have any shortcuts on the desktop.
How many shortcuts appear on the desktop after User1 signs in to Computer1?

A. 0
B. 1
C. 2
D. 3
Answer: C

NEW QUESTION: 4
Assuming all other factors remain the same, an increase in the volatility of the returns on the assets of a firm causes which of the following outcomes?
A. A decrease in the value of the non-callable debt issued by the firm
B. A decrease in the value of the implicit put in in the debt of the firm
C. An increase in the value of the equity of the firm
D. An increase in the value of the callable debt of the firm
Answer: A
Explanation:
Explanation
Some parts of this question draw upon contingent claims framework to the value of a firm. According to this framework, the relationship between the debt and equity holders of a firm can be viewed as follows: The equity holders have a call option on the assets of the firm with a strike price equal to the value of the debt, and the debt holders have sold them this call. This is so because should the value of the assets of the firm fall below the value of the debt, the equity holders can walk away by handing over the assets to the debt holders in full extinguishment of their claims. If the value of the firm's assets is greater than the value of debt, the equity holders will exercise their call option. At the same time, it is also possible to view the debtholders as holding an asset and having sold a put on the assets of the firm with a strike price equal to the value of the debt. If the value of the assets of the firm were to fall below the value of the debt, they will end up buying the assets at a price equal to the value of the debt.
An increase in the volatility of returns on the assets of a firm increases the volatility of the asset value. This means the likelihood that the asset value will go below the value of the debt of the firm will increase. Callable debt can be considered to be a summation of two separate securities: a regular debt, for which the firm pays interest and receives a principal loan; and a call option that the debt holders have sold to the firm allowing the firm to buy back the debt. In return, the firm pays an implied 'premium' to the debt holders who have agreed to buy the callable debt. Therefore the total payments by the company to callable debt holders is equal to the interest payments plus the premium payment for the option. An increase in asset volatility will increase the value of this option as it is likely that the assets will increase in value, and strengthen the company's credit, and lower its spread at which time it would like to repay the debt and refinance/roll over at the new lower rate.
Therefore an increase in volatility will increase the 'premium' demanded by the callable debt holders, thereby increasing the total yield and lowering the value of the callable debt. Therefore Choice 'b' (An increase in the value of the callable debt of the firm) is incorrect.
An increase in asset volatility will decrease the value of the firm as it is now riskier than before (higher standard deviation, same expected returns). Therefore Choice 'a' (An increase in the value of the equity of the firm) is false too.
The value of the implicit put in the debt of the firm will increase and not decrease as the volatility of the underlying assets increases. Therefore Choice 'c' (A decrease in the value of the implicit put in in the debt of the firm) is incorrect too.
Choice 'd' (A decrease in the value of the non-callable debt issued by the firm) is correct because higher asset volatility will increase the riskiness of the company's debt, making the required yield higher and decreasing its value.