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NEW QUESTION: 1
コンピュータフォレンジックチームは、主要なシステムファイルの整合性チェックを実行しています。チームは、元のベースラインファイルの署名を最新の署名と比較しています。元のベースラインは2016年3月2日に取得され、マルウェアがなく、破損していないことが確認されました。最新のタイル署名は昨日生成されました。 1つのファイルが破損していることがわかっていますが、チームが元のハエと最新のハエの署名を比較すると、チームは
以下:
オリジナル:2d da b1 4a fc f1 98 06 b1 e5 26 b2 df e5 5b 3e cb 83 e1
最新:2d da b1 4a 98 fc f1 98 bl e5 26 b2 df e5 5b 3e cb 83 e1
次のうち、最も可能性の高い状況はどれですか?
A. ハッシュの計算に使用されるアルゴリズムには衝突の弱点があり、攻撃者がそれを悪用しました。
B. フォレンジックチームはシステムを元の日付に戻している必要があります。どちらが同じハッシュ計算になりましたか?
C. 元のベースラインが侵害されたため、破損したファイルは常にシステム上にありました。
D. 署名の比較では、同じ値を生成した2つの異なるアルゴリズムを使用しています。
Answer: A

NEW QUESTION: 2
Samuel Edson, CFA, portfolio manager for Driver Associates, employs a multifactor model to evaluate individual stocks and portfolios. Edson examines several possible risk factors and finds two that are priced in the marketplace. These two factors are investor sentiment (IS) risk and business cycle (BC) risk. Edson manages three equity portfolios (A, Bt and Q and derives the following relationships for each portfolio, as well as for the S&P 500 stock market index:

Portfolios A and B are well-diversified, while C is a less than fully diversified, value-oriented portfolio. FJS is the surprise in investor sentiment, and FBC is the surprise in the business cycle. Surprises in the risk factors are defined as the difference between the actual value and the predicted value.
Exhibit 1 provides data for the actual and predicted values for the investor sentiment and business cycle risk factors.

Driver Associates uses a two-factor Arbitrage Pricing Model to develop equilibrium expected returns for individual stocks and portfolios:

Valry instructs Edson to use the two-factor Arbitrage Pricing Model lo examine Driver Associates

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Related Posts
well- diversified balanced Portfolio P, which has an Investor Sentiment factor sensitivity equal to 1.25 and a Business Cycle factor sensitivity equal to 1.10. According to Driver Associates's Arbitrage Pricing Model, the expected return for Portfolio P equals:
A. 10.8%.
B. 8.3%.
C. 13.3%.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
According to the Arbitrage Pricing Model, the expected return equals: risk free rate + R + b2RP2 where R is the risk premium for factor i. Portfolio D is designed to have sensitivity equal to one to the investor sentiment risk factor and sensitivity equal to zero to the business cycle risk factor. Similarly, Portfolio E is a portfolio designed to have sensitivity equal to zero to the investor sentiment risk factor and sensitivity equal to one to the business cycle risk factor. Portfolios that have a sensitivity equal to 1.0 to one factor and zero sensitivity to the remaining factors are called "factor portfolios." Therefore, Portfolio D is the investor sentiment factor portfolio and Portfolio E is the business cycle factor portfolio. According to the multifactor equations, the expected return (intercept) for the investor sentiment factor portfolio (D) equals 9% and for the business cycle factor portfolio (E) equals 8%. Risk premiums are defined as the difference between the expected return on the appropriate factor portfolio and the risk-free rate. The risk-free rate is 5% (the long- term government bond yield). Therefore, the investor sentiment risk premium equals 0.09 - 0.05 = 0.04.
Similarly, the business cycle risk premium equals 0.08 - 0.05 = 0.03. Therefore, the expected return for Portfolio P equals 0.05 + 1.25(0.04) + 1.1(0.03) = 13.3%. (Study Session 18, LOS 64.1)

NEW QUESTION: 3
Please refer to the attached exhibit. Which of the following types of configuration management documentation is represented?

A. Wiring schematic
B. Logical network diagram
C. Network security policy
D. Network baseline
Answer: B

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