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VXX is the ix vix futures ETF ETF SVXY manages leverage of 0.5x of vix...

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VXX is the ix vix futures ETF ETF SVXY manages leverage of 0.5x of vix futures ETF (a short fund, shorting 50% of AUM). a. Below is the price path for VXX, the 1x long etf. Fill in the blanks, including the calculation (3 points) 100 250 Day Price Daily Return 500 NA b. what is the price path for SVXY? (4 points) Day Price 100 c. What is the daily position in the un-levered ETF and cash post rebalancing? (4 points) Day Position in unlevered ETF VXX -50 Position in cash 150 VXX is the ix vix futures ETF ETF SVXY manages leverage of 0.5x of vix futures ETF (a short fund, shorting 50% of AUM). a. Below is the price path for VXX, the 1x long etf. Fill in the blanks, including the calculation (3 points) 100 250 Day Price Daily Return 500 NA b. what is the price path for SVXY? (4 points) Day Price 100 c. What is the daily position in the un-levered ETF and cash post rebalancing? (4 points) Day Position in unlevered ETF VXX -50 Position in cash 150

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