Securing Windows networks requires recognizing potential vulnerabilities and selecting the best control to address that vulnerability. You as a network administrator working for Ken 7 Windows Limited have been given the task of reviewing the current network security policy and recommending the best network security control to satisfy the policy. You can select from a short list of network security controls.
For each policy statement, select the best control to ensure Ken 7 Windows Limited fulfills the stated requirements, and write at least 2 pages about the tools you selected.
Select from these security controls:
Place a firewall between the Internet and your Web server.
Place a firewall between your Web server and your internal network.
Enforce password complexity.
Implement Kerberos authentication for all internal servers.
Require encryption for all traffic flowing into and out from the Ken 7 Windows environment.
Sample Solution
n recent years, one can find another class of models belonging to the theory of time series. Such models are called autoregressive conditional heteroskedasticity models (ARCH, GARCH and ARCH-M) which try to overcome structural inefficiencies in the financial models. On the other hand, it is considered that the capital market is efficient only partially. There are three dimensions in measuring efficiency: operational, distributive and prices. There operational efficiency if all transactions can be made transparently at the lowest possible cost. Allocative efficiency if there is any financial asset of equal risk provides the same return. There are efficiency prices if all available information is reflected in prices. While there are three degrees of efficiency in prices: weak, semi-strong and strong. In the current weak level at least prices reflect all past information. In the semi-strong degree, in addition to the above, it should reflect all the information made available through the financial statements. In the strong degree, in addition to the above, it should reflect the private information; for example, plans for business growth. This paper addresses three aspects. First, the theoretical framework for enterprise risk assessment which will help define private or financial evaluation of investments is presented. Second, the standard errors shown in the valuation. Third, disclosed some details of the empirical evidence on the Lima Stock Exchange to determine the discount rate from stock price. The effects of inflation and devaluation will not be considered. 2.2. CONCEPTUAL FRAMEWORK 2.2.1. The Asset Pricing Model â CAPM The CAPM is a general equilibrium model is used to determine the relationship between profitability and risk of a portfolio investment or title when the capital market is in equilibrium. The model assumes, among other things, that all investors in the market determine the optimal portfolio using the approach of Harry Markowitz. The CAPM model has a simple approach, and is based on a series of assumptions on the capital market. Although the model assumptions do not necessarily meet in real life, the predictive ability of the model has proven effective. The pricing model of capital assets balance model or financial assets>
n recent years, one can find another class of models belonging to the theory of time series. Such models are called autoregressive conditional heteroskedasticity models (ARCH, GARCH and ARCH-M) which try to overcome structural inefficiencies in the financial models. On the other hand, it is considered that the capital market is efficient only partially. There are three dimensions in measuring efficiency: operational, distributive and prices. There operational efficiency if all transactions can be made transparently at the lowest possible cost. Allocative efficiency if there is any financial asset of equal risk provides the same return. There are efficiency prices if all available information is reflected in prices. While there are three degrees of efficiency in prices: weak, semi-strong and strong. In the current weak level at least prices reflect all past information. In the semi-strong degree, in addition to the above, it should reflect all the information made available through the financial statements. In the strong degree, in addition to the above, it should reflect the private information; for example, plans for business growth. This paper addresses three aspects. First, the theoretical framework for enterprise risk assessment which will help define private or financial evaluation of investments is presented. Second, the standard errors shown in the valuation. Third, disclosed some details of the empirical evidence on the Lima Stock Exchange to determine the discount rate from stock price. The effects of inflation and devaluation will not be considered. 2.2. CONCEPTUAL FRAMEWORK 2.2.1. The Asset Pricing Model â CAPM The CAPM is a general equilibrium model is used to determine the relationship between profitability and risk of a portfolio investment or title when the capital market is in equilibrium. The model assumes, among other things, that all investors in the market determine the optimal portfolio using the approach of Harry Markowitz. The CAPM model has a simple approach, and is based on a series of assumptions on the capital market. Although the model assumptions do not necessarily meet in real life, the predictive ability of the model has proven effective. The pricing model of capital assets balance model or financial assets>
