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R Page 4 of 5 QUESTION 4 [30 MARKS] (a) A portfolio at the beginning of the quarter has a market value of $150 million.
R Page 4 of 5 QUESTION 4 [30 MARKS] (a) A portfolio at the beginning of the quarter has a market value of $150 million. In the middle of the quarter, the investor adds $75 million and the portfolio value has fallen to $75 million. At the end of the quarter, the portfolio has a market value of $300 million. Calculate (i) the time weighted return for the month and; (ii) the dollar weighted return. [8 marks] R Page 4 of 5 QUESTION 4 [30 MARKS] (a) A portfolio at the beginning of the quarter has a market value of $150 million. In the middle of the quarter, the investor adds $75 million and the portfolio value has fallen to $75 million. At the end of the quarter, the portfolio has a market value of $300 million. Calculate (i) the time weighted return for the month and; (ii) the dollar weighted return. [8 marks]
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