Time-weighted Rate of Returns different, problems, difference, returns, seeing

slackeranalyst

The doubt I'm facing corresponds to problem 7 of Reading 6, Volume 1 of the CFAI books (p. 335) and the problem 2 on page 156 of Schweser's notes.

Both problems are the same, but with different values. I'm not seeing why the time-weighted returns would be identical in both of each problem's situations. Specifically in the Schweser's problem, mathematically I get:
For Adams:
HPY1=12.86%, HPY2=-1.26%, TWRR=5.56%
For Burns:
HPY1=12.86%, HPY2=0.64%, TWRR=6.57%

The difference in the HPY2 of comes from the fact that Burns purchased 500 additional shares at t=1 for $38 per share (different from the $35/share at t=0).

Both Schweser and the curriculum state that the time weighted returns should be identical because the TWRR is not sensitive to additions or withdrawals of the funds, but if you invest at different prices at different times, doesn't that lead to differences between TWRR???