Malware is malicious software: any code designed to harm systems, steal data or give an attacker control. Security+ tests malware by behavior, so the skill is reading a short description of what something does and naming it. Many real samples combine several behaviors (a trojan that installs a keylogger and then spreads like a worm), so exam questions usually describe the defining behavior you should key on. Knowing the categories also tells you what to look for during an investigation and which controls help most.
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