Question: please answer ASAP Q2. Write your calculations please. VXX is the 1x vix futures ETF ETF SVXY manages leverage of -0.5x of vix futures ETF

 please answer ASAP Q2. Write your calculations please. VXX is the
1x vix futures ETF ETF SVXY manages leverage of -0.5x of vix
please answer ASAP

Q2. Write your calculations please. 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 Day 0 1 2 3 100 150 40 100 Price for unlevered VXX Daily Return NA b. what is the price path for SVXY? Day 0 1 2 3 Price 100 c. What is the daily position in the un-levered ETF and cash post rebalancing? (4 points) Day 0 1 3 -50 Position in unlevered ETF VXX Position in cash 150 What is the rebalancing trade in dollar terms Day 0 1 Rebal Trade in ETF -50 VXX 2 3 Change in Cash 150 Q2. Write your calculations please. 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 Day 0 1 2 3 100 150 40 100 Price for unlevered VXX Daily Return NA b. what is the price path for SVXY? Day 0 1 2 3 Price 100 c. What is the daily position in the un-levered ETF and cash post rebalancing? (4 points) Day 0 1 3 -50 Position in unlevered ETF VXX Position in cash 150 What is the rebalancing trade in dollar terms Day 0 1 Rebal Trade in ETF -50 VXX 2 3 Change in Cash 150

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