The SDS ETF is designed to produce returns twice the negative of the returns of the S&P
Question:
The SDS ETF is designed to produce returns twice the negative of the returns of the S\&P 500 Index. Obtain the weekly closes of SDS and of the S\&P 500 Index and compute the weekly returns for each. Note that for short ETFs, we focus on the returns, not on the prices. Plot the returns. Fit a simple linear regression model regressing the SDS weekly returns on the S\&P 500 Index weekly returns. Interpret your results.
Step by Step Answer:
Related Book For
Question Posted: