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NEW QUESTION: 1
会社は、Microsoft Azure Cosmos DBをアプリケーションのデータストアとして使用することを計画しています。次のAzure CLIコマンドがあります。
az cosmosdb create --name "cosmosdbdev1" --resource-group "rgdev"
遅延を最小限に抑え、SQL APIを公開する必要があります。コマンドをどのように完了する必要がありますか？回答するには、回答エリアで適切なオプションを選択します。
注：それぞれの正しい選択には1ポイントの価値があります。

Answer:
Explanation:

Explanation

Box 1: Eventual
With Azure Cosmos DB, developers can choose from five well-defined consistency models on the consistency spectrum. From strongest to more relaxed, the models include strong, bounded staleness, session, consistent prefix, and eventual consistency.
The following image shows the different consistency levels as a spectrum.

Box 2: GlobalDocumentDB
Select Core(SQL) to create a document database and query by using SQL syntax.
Note: The API determines the type of account to create. Azure Cosmos DB provides five APIs: Core(SQL) and MongoDB for document databases, Gremlin for graph databases, Azure Table, and Cassandra.
References:
https://docs.microsoft.com/en-us/azure/cosmos-db/consistency-levels
https://docs.microsoft.com/en-us/azure/cosmos-db/create-sql-api-dotnet

NEW QUESTION: 2
Refer to the exhibit.

The VLAN-to-MST mapping is shown. (Assume SW1 acts as root for all possible MST instances.)
spanning-tree mst configuration name MST
revision 2
instance 0 vlan 1-200,301-4094 instance 1 vlan 201-300
!
If this topology is deployed, which action is required for traffic to flow on VLAN 200 and 300?
A. Map both VLANs to instance 2.
B. Map VLAN 200 to instance 2.
C. Move instance 1 root to SW2.
D. Move instance 0 root to SW2.
E. Map VLAN 300 to instance 0.
Answer: B

NEW QUESTION: 3
For a corporate issuer, which of the following can be used to calculate market implied default probabilities?
I. CDS spreads
II. Bond prices
III. Credit rating issued by S&P
IV. Altman's scoring model
A. III and IV
B. I, II and III
C. I and II
D. II and III
Answer: C
Explanation:
Explanation
Generally, the probability of default is an input into determining the price of a security. However, if we know the market price of a security, we can back out the probability of default that the market is factoring into pricing that security. Market implied default probabilities are the probabilities of default priced into security prices, and can be determined from both bond prices and CDS spreads. Credit ratings issued by a credit agency do not give us 'market implied default probabilities', and neither does an internal scoring model like Altman's as these do not consider actual market prices in any way.
Therefore Choice 'b' is the correct answer and the others are not.