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  • 2 V(B) - refer tutorial on combining variances.) Choice 'a' is incorrect as it describes the calculation of variance, not volatility. Also, the presence of a large number of uncorrelated assets does not create a portfolio with volatility equal to zero or that of the market. The other choices are therefore incorrect.

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NEW QUESTION: 1
Which two statements are true about VXLAN configured on Cisco Nexus 9000 Series switches operating in NX-OS mode? (Choose two.)
A. VXLAN segments are independent of the underlying network topology.
B. VXLAN is a Layer 2 overlay scheme over a Layer 3 network.
C. VXLAN supports the Spanning Tree Protocol for loop prevention.
D. VXLAN is only supported on Cisco Nexus 9000 Series switches.
Answer: A,B
Explanation:
Explanation/Reference:
Reference: https://www.cisco.com/c/en/us/td/docs/switches/datacenter/nexus9000/sw/7-x/vxlan/ configuration/guide/b_Cisco_Nexus_9000_Series_NX-OS_VXLAN_Configuration_Guide_7x/ b_Cisco_Nexus_9000_Series_NX-OS_VXLAN_Configuration_Guide_7x_chapter_010.pdf

NEW QUESTION: 2
You have a Microsoft SQL Server 2012 database that contains tables named Customers and Orders. The tables are related by a column named CustomerID. You need to create a query that meets the following requirements:
Returns the CustomerName for all customers and the OrderDate for any orders that they have placed.
Results must include customers who have not placed any orders.
Which Transact-SQL query should you use?
A. SELECT CustomerName, CrderDate FROM Customers JOIN Orders ON Customers.CustomerID = Orders.CustomerID
B. SELECT CustomerName, OrderDate FROM Customers RIGHT OUTER JOIN Orders ON Customers.CustomerID = Orders.CustomerID
C. SELECT CustomerName, OrderDate FROM Customers LEFT OUTER JOIN Orders ON Customers.CustomerID = Orders.CustomerID
D. SELECT CustomerName, OrderDate FROM Customers CROSS JOIN Orders ON Customers.CustomerID = Orders.CustomerID
Answer: C
Explanation:
--Burgos - NO
Verified answer as correct.
Reference: http://msdn.microsoft.com/en-us/library/ms177634.aspx

NEW QUESTION: 3
Consider a portfolio with a large number of uncorrelated assets, each carrying an equal weight in the portfolio.
Which of the following statements accurately describes the volatility of the portfolio?
A. The volatility of the portfolio will be close to zero
B. The volatility of the portfolio will be equal to the square root of the sum of the variances of the assets in the portfolio weighted by the square of their weights
C. The volatility of the portfolio is the same as that of the market
D. The volatility of the portfolio will be equal to the weighted average of the volatility of the assets in the portfolio
Answer: B
Explanation:
Explanation
When assets are uncorrelated, variances are additive. But volatility (which is standard deviation) is not. In the given situation, the total variance of the portfolio will be equal to the the square root of the sum of the variances of the assets in the portfolio weighted by the square of their weights. Its volatility will be the square root of this variance. Thus Choice 'c' is the correct answer.
(This is because V(cA + dB) = c

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