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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. apmove
B. active-ap-rebalance
C. active-ap-lb
D. lc-cluster move ap
Answer: D

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.