Solution-What is the price path for svxy

What is the price path for svxy

Reference no: EM133072470

Write calculations.

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

Day	0	1	2	3
Price for unlevered VXX	100	150	75	100
Daily Return	NA

b. What is the price path for SVXY?

Day	0	1	2	3
Price	100

Reference no: EM133072470

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What is the price path for svxy

Reference no: EM133072470

Reference no: EM133072470

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