Q2. Write your calculations please. (20 points) VXX is the lx 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) Day 0 1 2 3 100 150 75 100 Price for unlevered VXOX Daily Return NA b. what is the price path for SVXY? (4 points) 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 2 3 150 Position in unlevered ETF VXX Position in cash -50 d. What is the rebalancing trade in dollar terms? (4 points) 0 2 3 Day Rebal Trade in ETF VXX 150 Change in Cash -50 Q3. Portfolio Returns (20 points) Q2. Write your calculations please. (20 points) VXX is the lx 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) Day 0 1 2 3 100 150 75 100 Price for unlevered VXOX Daily Return NA b. what is the price path for SVXY? (4 points) 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 2 3 150 Position in unlevered ETF VXX Position in cash -50 d. What is the rebalancing trade in dollar terms? (4 points) 0 2 3 Day Rebal Trade in ETF VXX 150 Change in Cash -50 Q3. Portfolio Returns (20 points)