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Question 3. For each of the following positions I-IX in the table below, determine whether Bank A has vega > 0, vega 0, 0, K1
Question 3. For each of the following positions I-IX in the table below, determine whether Bank A has vega > 0, vega 0, 0, K1 VI short a K1 call and a long K1 put VII VIII long a K1 straddle short a forward contract on the stock IX with delivery price K1 Question 3. For each of the following positions I-IX in the table below, determine whether Bank A has vega > 0, vega 0, 0, K1 VI short a K1 call and a long K1 put VII VIII long a K1 straddle short a forward contract on the stock IX with delivery price K1
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