Variance notional and convexity

A dealer sells a 1-month Nifty variance swap with vega notional ₹10 lakh at a strike of 15 (vol points). (a) What is the variance notional per variance point? (b) Compute the dealer's P&L if realised vol is 20, and if it is 10. Compare with the linear vega approximation $N_{vega}(K_{vol}-\sigma_R)$. (c) Why does a seller of variance swaps care more about this convexity than a seller of ATM straddles does?