A portfolio manager is initially given $100 million. After the first period during which the manager earns 25% on that initial investment, investors supply another $50 million at the beginning of the second period. Thus, at this time a total of $175 million has been invested with the manager: $100 million+$25 million $50 million. Assume that the manager then loses 20% of the total. The time-weighted rate of return is 2.5 percent O 40 percent O percent -4.066 percent