Determine whether bank a has vega ge 0 vega le 0 there is
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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interest rate vega for each of the following positions a-g in table determine whether bank a has vega ge 0 vega le 0
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