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NEW QUESTION: 1
Examine the SQL statement given below: SQL> EXPLAIN PLAN for SELECT department_name,count(*) FROM hr.employees e, hr.departments d WHERE e.department_id=d.department_id GROUP BY d.department_name; To view the execution plan for the statement, you queried plan_table. View the Exhibit and examine the execution plan.Which two statements are true about the execution plan? (Choose two.)
A. The row with the id column having a value of 4 is the first step executed in the execution plan.
B. The EXPLAIN PLAN command does not actually execute the statement.
C. The row with the id column having a value of 0 is the first step executed in the execution plan.
D. The execution plan is displayed for the executed SQL statement.
Answer: A,B
NEW QUESTION: 2
異なる販売注文のアイテムを1つの配達書類に結合します。どの共通特性が必要ですか？この質問には2つの正解があります。
A. 支払条件
B. 出荷先
C. 注文タイプ
D. 出荷ポイント
Answer: B,D
NEW QUESTION: 3
After check, you find that because of a careless deletion at 11:45, all inserts and updates in the internet_rentals database from the last two days were lost. Now it is 11:58.
In order to recover the data that are lost, you have to perform a point-in-point restore. After you complete the restore, you intend to limit the amount of data loss. Your database, transaction log, and all backups can be accessed. After you take the database offline, what action should you perform?
(Choose the appropriate actions and put them in the correct order.)
1.Perform the back up of the active portion of the transaction log.
2.Restore the latest full backup, and the WITH NORECOVER option should be used.
3.Restore the latest differential backup, and the WITH NORECOVER option should be used.
4.Restore the final transaction log backup, and the WITH RECOVERY and STOPAT options should be used.
5.Restore all but the final transaction log backups that have occurred since the latest full backup, and the WITH NORECOVER option should be used.
6.Restore all but the final transaction log backups that have occurred since the latest different backup, and the WITH NORECOVER option should be used.
A. 5, 1, 6, 4
B. 5, 4, 3, 1
C. 2, 5, 1. 6
D. 4, 2, 6, 3
E. 6, 3, 5, 4
Answer: B
NEW QUESTION: 4
Mary Rolle and Betty Sims are portfolio managers for RS Global Investments, located in Toronto, Canada.
RS specializes in seeking undervalued stocks and bonds throughout the North American, Asian, and European markets. RS has clients throughout North America, however, the majority are Canadian institutional investors. RS has traditionally managed currency risk in their portfolios by assigning it to their portfolio managers. The manager is allowed discretion for hedging currency risk within the confines of the investor's investment policy statement.
Rolle and Sims are currently deciding whether to hedge the currency risk of a portfolio of Japanese stocks.
Rolle explores the possibility of using three different currency hedges. Each is an option contract on the yen-Canadian dollar exchange rate.
RS has a portfolio of European stocks and would like to change its equity risk. They can enter into futures contracts on the Eurostoxx index of large European stocks. The information below provides the characteristics of the futures contract and the portfolio.
Portfolio value in euros 2,000,000
Desired beta value 1.80
Current portfolio beta 0.60
Beta of futures contract 1.02
Value of one futures contract in euros 110,000
RS is also invested in British and Argentine stocks. RS has taken a position in two main sectors of the British economy. The first sector consists of manufacturers who derive a great deal of their business from exporting to the United States and Canada. The other sector consists of British service firms who are largely immune from international competition, because most of their business is localized and cannot be provided by foreign firms. The main investment in the Argentine stocks consists of firms who provide cellular phone service to Argentine consumers. Rolle and Sims discuss which currency positions RS should hedge.
RS occasionally invests in mortgage-backed securities sold in the United States. The growth in these securities has increased tremendously over the past three decades as firms have used securitization to remove the risk of these securities from their balance sheet. RS holds a mortgage security issued by CWC International. This mortgage security has a coupon rate higher than newly issued mortgage securities.
Sims discusses the return for this security when hedged with a short position in Treasury bond futures.
Rolle and Sims further discuss how to hedge the risk of mortgage securities. Rolle states that two Treasury bond futures contracts are typically used instead of just one. Sims states that a hedge becomes more important if the volatility of interest rates increases.
For RS to change the equity risk of their European stocks, the most appropriate strategy is to:
A. buy 4 equity futures contracts.
B. sell 4 equity futures contracts.
C. buy 21 equity futures contracts.
Answer: C
Explanation:
Explanation/Reference:
Explanation:
(Study Session 15, LOS 42.a)