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Unformatted text preview: 8000 into his account and withdraws 3000. On January 1, 2012, Zaki has a bank
account balance of 28,400.
Assuming that all cash flows occur on January 1, 2011, Zaki estimates his annual dollar
weighted return assuming simple interest to be 4.5383664%.
Calculate X.
22. Book Problem 2.6, Number 2.
Chapter 2, Section 7
23. Sheila invests 1000 in a fund. One year later her investment is worth 800. At that time, Sheila
invests an additional 500 into the fund. Two years after her initial investment of 1000, her
fund is worth 2000.
Calculate Sheila’s time weighted yield ( jTW ) over the two year period as well as her
annualized time weighted yield ( iTW ).
24. You are given the following information for a fund:
Time
0
½
1
1½
2 Fund Value Before
Contributions
20,000
21,000
24,000
30,000
29,000 Contributions
0
5000
4000
3000
0 Calculate the annual time weighted yield for this fund.
25. Book Problem 2.7, Number 3
26. Antong invests in the Mullen Mutual Fund. Over the next two years, Antong realizes...
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This note was uploaded on 10/10/2013 for the course MA 373 taught by Professor Staff during the Fall '08 term at Purdue.
 Fall '08
 Staff
 Math

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