A volatility trader observes that the VIX term structure is upward sloping. In particular, the VIX is at $13\mathrm{.}50,$ the front$-$month futures contract trades at $14\mathrm{.}10,$ and the second$-$month futures contract trades at $15\mathrm{.}40.$ Assuming the shape of the VIX term structure will remain constant over the next three$-$month period, the trader decides to implement a trade that would profit from the VIX carry roll down. She will most likely purchase the:

VIX and sell the VIX front$-$month futures.

VIX front$-$month futures and sell the VIX second$-$month futures.

VIX and sell tipe VIX second$-$month futures.