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NEW QUESTION: 1
A Company has a legacy application using a proprietary file system and plans to migrate the application to AWS.
Which storage should the company use?
A. Amazon EBS
B. Amazon S3
C. Amazon EFS
D. Amazon Dynamo DB
Answer: C

NEW QUESTION: 2
Database1という名前のSQL Server 2012データベースがあります。 Database1には、database1_data.mdfという名前のデータファイルと、database1_Log.ldfという名前のトランザクションログファイルがあります。 Database1_Data.mdfは
1.5 GB
Database1_Log.ldfは1.5テラバイトです。 Database1のフルバックアップは毎日実行されます。
ログファイルのサイズを減らす必要があります。 このソリューションでは、将来トランザクションログのバックアップを確実に実行できるようにする必要があります。 どのコードセグメントを実行しますか？ 回答するには、適切なコードセグメントをコードセグメントのリストから回答領域に移動し、正しい順序に並べます。

Answer:
Explanation:

1 - USE Database1;
2 - ALTER DATABASE Database1 SET RECOVERY SIMPLE;
3 - DBCC SHRINKFILE (Database1_Log);
4 - ALTER DATABASE Database1 SET RECOVERY FULL;
Explanation:
Shrinking a log file to a specified target size
The following example shrinks the log file in the AdventureWorks database to 1 MB. To allow the DBCC SHRINKFILE command to shrink the file, the file is first truncated by setting the database recovery model to SIMPLE.
Transact-SQL
USE AdventureWorks2012;
GO
-- Truncate the log by changing the database recovery model to SIMPLE.
ALTER DATABASE AdventureWorks2012
SET RECOVERY SIMPLE;
GO
-- Shrink the truncated log file to 1 MB.
DBCC SHRINKFILE (AdventureWorks2012_Log, 1);
GO
-- Reset the database recovery model.
ALTER DATABASE AdventureWorks2012
SET RECOVERY FULL;
GO
http://msdn.microsoft.com/en-gb/library/ms189493.aspx

NEW QUESTION: 3
Which of the following need to be assumed to convert a transition probability matrix for a given time period to the transition probability matrix for another length of time:
I. Time invariance
II. Markov property
III. Normal distribution
IV. Zero skewness
A. II and III
B. I, II and IV
C. III and IV
D. I and II
Answer: D
Explanation:
Explanation
Time invariance refers to all time intervals being similar and identical, regardless of the effects of business cycles or other external events. The Markov property is the assumption that there is no ratings momentum, and that transition probabilities are dependent only upon where the rating currently is and where it is going to.
Where it has come from, or what the past changes in ratings have been, have no effect on the transition probabilities.
Rating agencies generally provide transition probability matrices for a given period of time, say a year. The risk analyst may need to convert these into matrices for say 6 months, 2 years or whatever time horizon he or she is interested in. Simplifying assumptions that allow him to do so using simple matrix multiplication include these two assumptions - time invariance and the Markov property. Thus Choice 'c' is the correct answer. The other choices (normal distribution and zero skewness) are non-sensical in this context.