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First ping timeout

I'm kinda wondering about a question I got asked on my CCENT exam. 

In a new network setup consisting of a host connected to a switch connected to a router- a serial link then another switch at the far end with  a host/server is attached.  Why the first ping failed.

The options were a. it had to look up the mac entry for he host in the addresstable, b. it had to do an arp and dns request... there were three  more answers I really can't remember but didn't stick in my mind cos I am pretty sure they were out in space. 

Does anyone have a definitive answer on this.  The question had no router configs or show outputs, but simply stated the network was configured correctly.  I rmember my instructor saying this would happen, and it was normal, but he did not say why. I have been over my notes and coursework and though all (even the printed matter and videos) say this will happen  none give an explanation.  I have asked a couple of friends who are more Qulified but none seem to have a definate answer... it's kinda bugging me.

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Its due to arp. When a Client wants to send data to the remote host it first checks its arp entry. If there is none it sends arp to  resolve the layer2 address of the remote host. In this case the arp  will be answered by Router connected to the switch where client resides. So first few pings fail as there is no connectivity established between source and destination.

Please read from the following link to have details about how arp, proxy arp ,etc works:

http://books.google.co.in/books?id=-1T0HIYrv98C&pg=PA72&lpg=PA72&dq=arp+jeff+doyle&source=bl&ots=QrLbHa3iXT&sig=Lfuwjv2-p42w2fEuohjELRJ7Z5c&hl=en&sa=X&ei=fuCGT8CAL4usrAed5eDGBg&ved=0CCEQ6AEwAA#v=onepage&q&f=false

This will be be very good topic to understand as its start of your cisco studies. Best of luck for ccna, ccnp.