Interest rate vega, Determine whether Bank A has vega ≥ 0,

Interest rate vega

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Interest rate vega For each of the following positions (a)-(g) in Table, determine whether Bank A has vega ≥ 0, vega ≤ 0, there is no volatility exposure, or the volatility exposure is indeterminate (‘?')

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Reference no: EM131245158

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