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NEW QUESTION: 1
Which of the following types of wireless attacks would be used specifically to impersonate another WAP in order to gain unauthorized information from mobile users?
A. IV attack
B. Evil twin
C. Rogue access point
D. War driving
Answer: B
Explanation:
An evil twin, in the context of network security, is a rogue or fake wireless access point (WAP) that appears as a genuine hotspot offered by a legitimate provider. In an evil twin attack, an eavesdropper or hacker fraudulently creates this rogue hotspot to collect the personal data of unsuspecting users. Sensitive data can be stolen by spying on a connection or using a phishing technique. For example, a hacker using an evil twin exploit may be positioned near an authentic Wi-Fi access point and discover the service set identifier (SSID) and frequency. The hacker may then send a radio signal using the exact same frequency and SSID. To end users, the rogue evil twin appears
as their legitimate hotspot with the same name.
In wireless transmissions, evil twins are not a new phenomenon. Historically, they were known as
honeypots or base station clones. With the advancement of wireless technology and the use of
wireless devices in public areas, it is very easy for novice users to set up evil twin exploits.

NEW QUESTION: 2
Ziehen Sie jede mobile Technologie in die Beschreibung ihrer Verwendung. Einige Antworten werden nicht verwendet.

Answer:
Explanation:

NEW QUESTION: 3

A. Option D
B. Option B
C. Option C
D. Option A
Answer: C
Explanation:
Reference:
https://cloud.google.com/blog/products/identity-security/using-your-existing-identity-managementsystem- with-google-cloud-platform

NEW QUESTION: 4
Factor Analytics Capital Management makes portfolio recommendations using various factor models.
Mauricio Rodriguez, a Factor Analytics research analyst, is examining the prospects of two portfolios, the FACM Century Fund (CF) and the FACM Esquire Fund (EF).
The variance of returns are identical for the two funds. The estimates in Exhibit 1 were derived for CF and EF using monthly data for the past five years.

Supervisor Barbara Woodson asks Rodriguez to use the Capita! Asset Pricing Model (CAPM) and a multifactor model (APT) to make a decision to continue or discontinue the EF fund. The two factors in the multifactor model are not identified. To help with the decision, Woodson provides Rodriguez with the capital market forecasts in Exhibit 2.

After examining the prospects for the EF portfolio, Rodriguez derives the forecasts in Exhibit 3.

Rodriguez also develops a 2-factor macroeconomic factor model for the EF portfolio. The two factors used in the model are the surprise in GDP growth and the surprise in Investor Sentiment. The equation for the macro factor model is:

During an investment committee meeting, Woodson makes the following statements related to the 2-factor macroeconomic factor model.
Statement 1: An investment combination in CF and EF that provides a GDP growth factor beta equal to one and an Investor Sentiment factor beta equal to zero will have lower active factor risk than a tracking portfolio consisting of CF and EF.
Statement 2: When markets are in equilibrium, no combination of CF and EF will produce an arbitrage opportunity In their final meeting, Rodriguez informs Woodson that the CF portfolio consistently outperformed its benchmark over the past five years. Rodriguez makes the following comments to Woodson: "The consistency with which CF outperformed its benchmark is amazing. The difference between the CF monthly return and its benchmark return was nearly always positive and varied little over time." Using the market model estimates for CF and EF, which fund has higher:
Systematic risk? Unsystematic risk?
A. CF ;CF
B. CF ;EF
C. EF ;CF
Answer: C
Explanation:
Explanation/Reference:
Explanation:
The slope of the market model is the beta. Systematic risk is high for high beta funds. From Exhibit 1, the market beta is lower for CF (0.70) versus EF (1.50). Unsystematic risk is measured by the variance of the market model error (e). The information provided in the vignette states that the variances are identical for CF and EF. We can determine which fund has larger unsystematic risk by using the market model formula for the variance:

because the bera is smaller for CF versus EF. The vignette states
that the variances for CF and EF are identical. Therefore, if the total variances are identical, and if the first component is smaller for CF versus EF, then the second component (unsystematic risk) must be larger for CF versus EF. (Study Session 18, LOS 64.f,g)