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NEW QUESTION: 1
HOTSPOT
Your network contains an Active Directory domain named contoso.com. The domain contains a Network Load Balancing (NLB) cluster named Cluster1 that contains four nodes.
Cluster1 hosts a web application named App1. The session state information of App1 is stored in a Microsoft SQL Server 2012 database.
The network contains four subnets.
You discover that all of the users from a subnet named Subnet1 always connect to the same NLB node.
You need to ensure that all of the users from each of the subnets connect equally across all of the nodes in Cluster1.
What should you modify from the port settings?
To answer, select the appropriate setting in the answer area.

Answer:
Explanation:

NEW QUESTION: 2
which of the following example is NOT an asymmetric key algorithms?
A. Elliptic curve cryptosystem(ECC)
B. Merkle-Hellman Knapsack
C. Diffie-Hellman
D. Advanced Encryption Standard(AES)
Answer: D
Explanation:
AES is an example of Symmetric Key algorithm. After DES was used as an encryption standard for over 20 years and it was cracked in a relatively short time once the necessary technology was available, NIST decided a new standard, the Advanced
Encryption Standard (AES), needed to be put into place .
In January 1997 , NIST announced its request for AES candidates and outlined the requirements in FIPS PUB 197. AES was to be a symmetric block cipher supporting key sizes of 128, 192, and 256 bits.
The following five algorithms were the finalists:
* MARS Developed by the IBM team that created Lucifer
* RC6 Developed by RSA Laboratories
* Serpent Developed by Ross Anderson, Eli Biham, and Lars Knudsen
* Twofish Developed by Counterpane Systems
* Rijndael Developed by Joan Daemen and Vincent Rijmen
Out of these contestants, Rijndael was chosen.
The block sizes that Rijndael supports are 128, 192 , and 256 bits.
The number of rounds depends upon the size of the block and the key length:
* If both the key and block size are 128 bits, there are 10 rounds.
* If both the key and block size are 192 bits, there are 12 rounds.
* If both the key and block size are 256 bits, there are 14 rounds.
When preparing for my CISSP exam, i came across this post by Laurel Marotta at the URL below:
http://cissp-study.3965.n7.nabble.com/CCCure-CISSP-Study-Plan-to-crack-CISSP- clarification-td401.html
This tips was originally contributed by Doug Landoll
Here is an easy way to remember the types of crypto cipher:
The sentence to remember is: DEER MRS H CARBIDS
Asymmetric: encrypt with 1 key, decrypt with other Key exchange. A key pair: Public and
Private.
Services: Confidentiality, Nonrepudiation, Integrity, Digital Signature
D - Diffie-Hellman
E - El Gamal: DH +nonrepudiation
E - ECC
R - RSA
Hash- one-way algorithm, no key
M - MD5
R - RIPEMD (160)
S - SHA (3)
H - Haval (v)
Symmetric: Encryption, one key
C - CAST
A - AES: 128k, 10r; 192k, 12 r; 256k, 14r
R - RC4, RC5, RC6
B - BLOWFISH:23-448k, 64bit block
I - IDEA : 128k, 64bit block
D - DES-64-bit block, 16r
S - SERPENT
The following answers are all incorrect because they are all Asymmetric Crypto ciphers:
Elliptic curve cryptosystem(ECC)
Diffie-Hellman
Merkle-Hellman Knapsack
The following reference(s) were/was used to create this question:
Harris, Shon (2012-10-18). CISSP All-in-One Exam Guide, 6th Edition (p. 809). McGraw-
Hill . Kindle Edition.

NEW QUESTION: 3
Donaghy Management Company (DMC) manages several funds only available to high net worth individuals. In preparation for an upcoming meeting, the firm has circulated among its managers the information in Figure 1 on objectives and market expectations relevant to each of three funds.
Figure 1: Fund Strategies and Market Expectations

The manager of Fund A has collected data on put and call options on the broad market index underlying his strategy. The option data are presented in Figure 2. All options presented have the same expiration date.
Figure 2: Option Data for the Broad Market Index

During the meeting, the manager of Fund B states that in order to enhance returns for the fund, he intends to implement a box-spread strategy. The manager explains the strategy by stating, "The ending price of the asset underlying the box-spread strategy has no impact on the payoff of the strategy.
Thus, if the market price of the strategy implies a rate of return greater than the risk-free rate, an arbitrage opportunity exists." Also during the meeting, DMC's president questioned the manager of Fund C about the mechanics of his hedging strategy. The manager explained the strategy with the following comments:
Comment 1: "The hedge position is established to reduce the exposure to certain equity positions by writing call options on those equity positions. The necessary number of short option positions per share of stock held is calculated as the inverse of the option delta." Comment 2: "The hedge position only requires adjusting in the event of a price or volatility change in the underlying and is effective for small changes in the price of the underlying security." Determine whether the comments made by the manager of Fund C with respect to determining the hedge position and adjusting the hedge position are correct.
A. Only Comment 1 is correct.
B. Only Comment 2 is correct.
C. Both Comment 1 and Comment 2 are correct.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
The manager of Fund C is correct regarding the method of determining the delta hedge position (Comment
1), but is not correct regarding adjustments to the delta hedge position (Comment 2). In a delta hedge, a short position in call options is offset with a long position in the underlying security (or vice versa). The delta of the option is used as the hedge ratio and is approximately equal to the change in option price divided by the change in the price of the underlying security. The number of shares of stock to purchase to establish the delta hedged position is calculated as:
#Short Call Options x Option Delta = #Shares to Purchase
Rearranging the equation, we see that the option delta can be thought of as the number of shares to purchase per call option sold short.
Option Delta = #Shares to Purchase / #Short Call Options
Since Fund C already holds positions in the shares of the underlying securities, the manager will need to write the call options. We can rearrange the equation above one more time to determine that the number of call options to short per share of the underlying held is equal to the inverse of the option delta.
#Short Call Options / #Shares to Purchase = 1 / Option Delta
The delta of a call option will change in response to a change in any of the variables affecting the option value (i.e., volatility, time, price of the underlying, etc.). Any time the delta of the option changes, the delta hedge must be adjusted. In addition, the hedge is an approximation and is only effective for small changes in the price of the underlying security. (Study Session 15, LOS 43-d)