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NEW QUESTION: 1
You have Azure Storage accounts as shown in the following exhibit.

Use the drop-down menus to select the answer choice that completes each statement based on the information presented in the graphic.
NOTE: Each correct selection is worth one point.

Answer:
Explanation:

Explanation

Note: The three different storage account options are: General-purpose v2 (GPv2) accounts, General-purpose v1 (GPv1) accounts, and Blob storage accounts.
* General-purpose v2 (GPv2) accounts are storage accounts that support all of the latest features for blobs, files, queues, and tables.
* Blob storage accounts support all the same block blob features as GPv2, but are limited to supporting only block blobs.
* General-purpose v1 (GPv1) accounts provide access to all Azure Storage services, but may not have the latest features or the lowest per gigabyte pricing.
References:
https://docs.microsoft.com/en-us/azure/storage/common/storage-account-options

NEW QUESTION: 2
モバイルアプリケーションは、Amazon S3バケット内の個々のファイルから科学記事を提供します。
30日以上前の記事はめったに読まれません。 60日以上経過した記事は、アプリケーションで利用できる必要はなくなりましたが、アプリケーションの所有者は履歴目的でそれらを保持したいと考えています。
これらの要件を満たすコスト効率の高いソリューションはどれですか？
A. 30日を超えるファイルをAmazon S3 Standard Infrequent Accessに移動し、60日を超えるファイルをAmazon Glacierに移動するライフサイクルルールを作成します。
B. 30日より古いファイルをAmazon Glacierに移動し、60日より古いファイルをAmazon EBSに移動するLambda関数を作成します。
C. 30日より古いファイルをAmazon EBSに移動し、60日より古いファイルをAmazon Glacierに移動するLambda関数を作成します。
D. 30日を超えるファイルをAmazon Glacierに移動し、60日を超えるファイルをAmazon S3 Standard Infrequent Accessに移動するライフサイクルルールを作成します。
Answer: A

NEW QUESTION: 3
For a portfolio of equally weighted uncorrelated assets, which of the following is FALSE:
A. Standard deviations can be averaged together to obtain portfolio volatility
B. Portfolio risk is less than if the assets were positively correlated
C. Asset variances can be averaged together to obtain portfolio variance
D. Returns can be averaged to get portfolio return
Answer: A
Explanation:
Explanation
All the statements given are true, except that standard deviations cannot be averaged to get the portfolio standard deviation unless the assets are perfectly positively correlated. Therefore Choice 'd' is the false statement, and the correct answer.
For a portfolio of uncorrelated assets, ie correlations being equal to zero, variances can be added together to get portfolio variance. Also, regardless of correlations, portfolio returns are always the weighted average of asset returns, and just averages will do in this case as the portfolio is said to be equally weighted across the assets. A correlation of zero produces a risk level less than that possible with positive correlations.