Question
Design a 2x leveraged ETF on the S&P 500 index with TRS? Assume you can easily find a counterparty and feel free to use any
Design a 2x leveraged ETF on the S&P 500 index with TRS? Assume you can easily find a counterparty and feel free to use any benchmark rate or any other necessary assumptions when needed. Also, in your design, as long as the performance is roughly 2x it is okay, no need to be exactly 2x [4 marks]
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Designing a 2x leveraged ETF on the SP 500 index with Total Return Swaps TRS involves using derivative instruments to achieve the desired leverage Her...
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Supply Chain Network Design Applying Optimization and Analytics to the Global Supply Chain
Authors: Michael Watson, Sara Lewis, Peter Cacioppi, Jay Jayaraman
1st edition
133017370, 978-0133017373
