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3. The table below illustrates exposures for scenarios involving two trades: What is the netting factor? market to market Trade 1 Trade 2 Scenario 1
3. The table below illustrates exposures for scenarios involving two trades:
What is the netting factor?
market to market
Trade 1 Trade 2
Scenario 1 25 20
Scenario 2 15 10
Scenario 3 10 -5
Scenario 4 5 5
Scenario 5 -5 -15
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