标题: don't know how to calculate annual time weighted rate of return [打印本页] 作者: reynoldlee1668 时间: 2011-7-28 01:23 标题: don't know how to calculate annual time weighted rate of return
anybody help ?
an analyst gathered the following info ( million ) about the performance of a portfolio:
quarter value at beginning of quarter ( prior to inflow or outflow) cash inflow (outflow) at begin of quarter Value at End of Quarter
1 2.0 0.2 2.4
2 2.4 0.4 2.6
3 2.6 (0.2) 3.2
4 3.2 1 4.1
the portfolio's annual time weighted rate of return is closest to ?作者: leon2003 时间: 2011-8-2 03:24