Question: Q2. Write your calculations please. (20 points) VXX is the 1x vix futures ETF. ETF UVXY manages leverage of +1.5x of vix futures ETF (a

Q2. Write your calculations please. (20 points) VXX is the 1x vix futures ETF. ETF UVXY manages leverage of +1.5x of vix futures ETF (a leveraged fund, long 150% of AUM). You can view UVXY as holding 150% of its asset value in VXX. a. Below is the price path for VXX, the 1x long etf. Fill in the blanks, including the calculation (3 points)

Q2. Write your calculations please. (20 points) VXX is the 1x vix

a. Below is the price path for VXX, the Ix long etf. Fill in the blanks, including the calculation points) 0 1 2 3 Day Price for unleyered VXX Daily Return 100 150 75 100 NA b. what is the price path for SVXY? (4 points) 0 1 2 3 Day Price 100 a. Below is the price path for VXX, the Ix long etf. Fill in the blanks, including the calculation points) 0 1 2 3 Day Price for unleyered VXX Daily Return 100 150 75 100 NA b. what is the price path for SVXY? (4 points) 0 1 2 3 Day Price 100

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