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NEW QUESTION: 1
Company A has noticed abnormal behavior targeting their SQL server on the network from a rogue IP address.
The company uses the following internal IP address ranges: 192.10.1.0/24 for the corporate site and
192.10.2.0/24 for the remote site. The Telco router interface uses the 192.10.5.0/30 IP range.
Instructions: Click on the simulation button to refer to the Network Diagram for Company A.
Click on Router 1, Router 2, and the Firewall to evaluate and configure each device.
Task 1: Display and examine the logs and status of Router 1, Router 2, and Firewall interfaces.
Task 2: Reconfigure the appropriatedevices to prevent the attacks from continuing to target the SQL server and other servers on the corporate network.




Answer:
Explanation:
Check the solution below.
Check the answer below
Screen Shot 2015-04-09 at 10
We have traffic coming from two rogue IP addresses: 192.10.3.204and 192.10.3.254 (both in the 192.10.30.0/24 subnet) going to IPs in the corporate site subnet (192.10.1.0/24) and the remote site subnet (192.10.2.0/24). We need to Deny (block) this traffic at the firewall by ticking the following two checkboxes:

NEW QUESTION: 2
An administrator has a cluster of Aruba Mobility Controllers (MCs). The administrator wants to manually reboot one of the controllers.
Before rebooting, which command should the administrator use to move the APs?
A. active-ap-rebalance
B. lc-cluster move ap
C. apmove
D. active-ap-lb
Answer: B

NEW QUESTION: 3
For a US based investor, what is the 10-day value-at risk at the 95% confidence level of a long spot position of EUR 15m, where the volatility of the underlying exchange rate is 16% annually. The current spot rate for EUR is 1.5. (Assume 250 trading days in a year).
A. 0
B. 1
C. 2
D. 3
Answer: A
Explanation:
Explanation
The VaR for a spot FX position is merely a function of the standard deviation of the exchange rate. If V be the value of the position (in this case, EUR 15m x 1.5 = USD 22.5m), z the appropriate z value associated with the level of confidence desired, and be the standard deviation of the portfolio, the VaR is given by ZV.
In this case, the 10-day standard deviation is given by SQRT(10/250)*16%. Therefore the VaR is
=1.645*15*1.5*(16%*SQRT(10/250)) = USD 1.1844m. Choice 'c' is the correct answer.