You invest 2000 into a fund at time 0 and an additional 1000 at time 1. The investment period is 2 years (up to time 2). (a) If the annual effective yield rate computed by a dollar-weighted calculation is 5%, compute for the fund value at time 2. Note that no approximation is used in the calculation. (b) If the annual effective yield rate equivalent to that produced by a time-weighted calculation is 6%, compute for the fund value at time 1.

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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You invest 2000 into a fund at time 0 and an additional 1000 at time 1. The investment
period is 2 years (up to time 2).
(a) If the annual effective yield rate computed by a dollar-weighted calculation is 5%, compute
for the fund value at time 2. Note that no approximation is used in the calculation.
(b) If the annual effective yield rate equivalent to that produced by a time-weighted calculation
is 6%, compute for the fund value at time 1.

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