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NEW QUESTION: 1
How does the NameNode detect that a DataNode has failed?
A. When HDFS starts up, the NameNode tries to communicate with the DataNode and considers the DataNode as failed if it does not respond.
B. The NameNode does not need to know that a DataNode has failed.
C. When the NameNode fails to receive periodic heartbeats from the DataNode, it considers the DataNode as failed.
D. The NameNode periodically pings the datanode. If the DataNode does not respond, the NameNode considers the DataNode as failed.
Answer: C
Explanation:
NameNode periodically receives a Heartbeat and a Blockreport from each of the DataNodes in the cluster. Receipt of a Heartbeat implies that the DataNode is functioning properly. A Blockreport contains a list of all blocks on a DataNode. When NameNode notices that it has not recieved a hearbeat message from a data node after a certain amount of time, the data node is marked as dead. Since blocks will be under replicated the system begins replicating the blocks that were stored on the dead datanode. The NameNode Orchestrates the replication of data blocks from one datanode to another. The replication data transfer happens directly between datanodes and the data never passes through the namenode.
Reference:24 Interview Questions & Answers for Hadoop MapReduce developers,How NameNode Handles data node failures?
NEW QUESTION: 2
개요
시험의 다음 섹션은 실습입니다. 이 섹션에서는 실제 환경에서 일련의 작업을 수행합니다. 실제 환경에서와 같이 대부분의 기능을 사용할 수 있지만 일부 기능 (예 : 복사 및 붙여 넣기, 외부 웹 사이트 탐색 기능)은 의도적으로 설계할 수 없습니다.
채점은 실험실에 명시된 작업을 수행한 결과를 기반으로 합니다. 즉, 작업을 수행하는 방법은 중요하지 않습니다. 작업을 성공적으로 수행하면 해당 작업에 대한 크레딧을 얻게 됩니다.
실습 시간은 별도로 정해져 있지 않으며 이 시험에는 두 개 이상의 실습 과정이 있어야 합니다. 각 실습을 마치는데 시간을 많이 사용할 수 있습니다. 그러나 제공된 시간 내에 실험실 및 시험의 다른 모든 섹션을 완료할 수 있도록 시간을 적절히 관리해야 합니다.
랩 내에서 다음 버튼을 클릭하여 작업을 제출하면 랩으로 돌아올 수 없습니다.
실습을 시작하려면
다음 버튼을 클릭하여 실습을 시작할 수 있습니다.
회사는 여러 비즈니스 응용 프로그램의 원본 파일을 Azure에서 호스팅 할 계획입니다.
storagelod8095859 저장소 계정에 corpsoftware라는 Azure 파일 공유를 만들어야 합니다. 솔루션은 회사 소프트웨어가 최대 250GB의 데이터만 저장할 수 있도록 해야 합니다.
Azure Portal에서 무엇을 해야 합니까?
Answer:
Explanation:
See explanation below.
Explanation
Step 1. Go to the Storage Account blade on the Azure portal:
Step 2. Click on add File Share button:
Step 3. Provide Name (storagelod8095859) and Quota (250 GB).
References:
https://docs.microsoft.com/en-us/azure/storage/files/storage-how-to-create-file-share
NEW QUESTION: 3
Lucy Sakata, CFA and Gary Lowenstein, CFA are portfolio managers for the Murray Funds, a provider of investment funds to institutional and wealthy individual investors. Murray frequently indexes in developed markets, but uses full blown active management in less efficient markets and when they think their analysts have a particular expertise. The vast majority of Murray's clients attempt to minimize tracking error.
One of the Murray's funds invests in a Hong Kong index and is marketed as a way for investors to participate in the growth of the Asian economies. The index represents the best known Hong Kong stocks and Murray uses a full replication strategy for the fund. The index is a market cap-weighted index and ten firms represent over 70% of the index's total market cap_Sakata would like to market the Hong Kong fund to institutions with a required minimum investment of $50 million. Many potential clients are institutions who outsource their foreign equity management and are subject to maximum holdings on individual stocks.
Murray also has a Canada fund that invests in an index which represents the 25 largest cap stocks in Canada. It is marketed as a way for investors to exploit the growth in demand for commodities. The index adjusts for stock splits and repurchases as necessary. Most of the index's return has come from capital gains, rather than dividends, due to the tremendous increase in global demand for commodities. To encourage long-term holding, Murray places a back-end load of 3% on fund redemptions that are made within two years of initial investment.
Sakata and Lowenstein discuss the fundamental law of active management and how it applies to three hypothetical managers who invest against the broad large-cap U.S. market, as represented by the S&P
500 index.
* Manager A under-weights and over-weights the 500 individual stocks of the S&P 500 index as she sees appropriate, keeping industry exposures similar to those of the index. She has an information coefficient of
0.05 and is restricted to long-only positions.
* Manager B holds cash and long S&P 500 futures. He tries to generate excess returns by altering the duration of the cash position and has an information coefficient of 0.05.
* Manager C has an information coefficient of 0.07, and she uses a long-short strategy for the 500 stocks in the S&P 500 index.
Sakata is consulting with the trustees of the Powell Foundation. The foundation has a position in the three Murray funds described in Exhibit 1 below.
Exhibit 1: Powell Foundation Holdings
Murray has a value fund that invests in stocks in the U.S. Lowenstein is considering several equity style index providers as a benchmark for the fund. The characteristics of the index providers and the methodologies they use to construct equity style indices are described in Exhibit 2 below.
Exhibit 2: Comparison of Index Providers
In regard to the index providers, Lowenstein makes the following statements:
Statement 1: "I would like to use the indices from either provider in a returns-based style analysis. Based on the information in the table, I believe that if I regress a value manager's returns against Provider B's indices, the manager's selection return will appear artificially large." Statement 2: "If an index provider uses buffering rules, a fund tracking that index will experience lower transactions costs." Determine whether the statements made by Lowenstein on the construction of equity style indices are correct or incorrect.
A. Both statements are correct.
B. Only Statement 2 is correct.
C. Only Statement 1 is correct.
Answer: A
Explanation:
Explanation/Reference:
Explanation:
Statement 1 is correct. In the case of Provider B, there is no neutral category for firms that are not clearly value or growth. In the case of Provider A, the categories of value and growth are more distinct.
Regressing a value manager's returns against Provider As indices will show a strong relationship to one or both of the value categories. The regression will have a high R2 and a high style fit.
Regressing value manager's returns against Provider B s indices will not show as strong a relationship to the value category. The proportion of the manager's return not explained by the style indices, the difference between the portfolio return and the returns on the style indices, will be relatively high. This difference represents the selection or active return. The manager will appear co be earning returns from active management, but this will actually be due to the indistinct nature of the indices and the low R- square.
Statement 2 is also correct. When an index has buffering rules, a stock is not immediately moved co a different style category when its style characteristics have slightly changed. The presence of buffering means that there will be less turnover in the style indices and, hence, lower transactions costs from rebalancing for managers tracking the index. (Study Session L1, LOS 33.i and j)
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