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Please show detailed steps . No excel. Everything manual with a calculator. VXX is the 1x vix futures ETF. ETF SVXY manages leverage of -0.5x
Please show detailed steps . No excel. Everything manual with a calculator.
VXX is the 1x vix futures ETF. ETF SVXY manages leverage of -0.5x of vix futures ETF (a short fund, shorting 50% of AUM). You can view SVXY as holding 50% of its asset value in short position in VXX. a. Below is the price path for VXX, the 1x long etf. Fill in the blanks, including the calculation (3 points) Day 0 1 2 3 100 150 40 100 Price for unlevered VXX Daily Return NA b. what is the price path for SVXY? (4 points) Day 0 1 1 2 3 3 Price 100 VXX is the 1x vix futures ETF. ETF SVXY manages leverage of -0.5x of vix futures ETF (a short fund, shorting 50% of AUM). You can view SVXY as holding 50% of its asset value in short position in VXX. a. Below is the price path for VXX, the 1x long etf. Fill in the blanks, including the calculation (3 points) Day 0 1 2 3 100 150 40 100 Price for unlevered VXX Daily Return NA b. what is the price path for SVXY? (4 points) Day 0 1 1 2 3 3 Price 100Step by Step Solution
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