Q2. Write your calculations please. (20 points) VXX is the 1x vix futures ETF. ETF...
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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.
d. What is the rebalancing trade in dollar terms?
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