Assume that the fund is liquidated at the end of the fourth quarter, what are the arithmetic, time-weighted (geometric), and dollar-weighted average rates of return? 1st Quarter 2nd Quarter 3rd Quarter 4th Quarter Assets Under Managment at start of quarter ($ milion) 10 12.5 21.25 9 Holding-period return (%) 15% 30% -20% 25% Total assets before net inflows 11.5 16.25 17 11.25 Net inflow ($ million) 1 5 -8 6 Assets under managment at end of quarter ($ million) 12.5 21.25 9 17.25

Assume that the fund is liquidated at the end of the fourth quarter, what are the arithmetic, time-weighted (geometric), and dollar-weighted average rates of return? 1st Quarter 2nd Quarter 3rd...

Assume that the fund is liquidated at the end of the fourth quarter, what are the arithmetic, time-weighted (geometric), and dollar-weighted average rates of return?

	1st Quarter	2nd Quarter	3rd Quarter	4th Quarter
Assets Under Managment at start of quarter ($ milion)	10	12.5	21.25	9
Holding-period return (%)	15%	30%	-20%	25%
Total assets before net inflows	11.5	16.25	17	11.25
Net inflow ($ million)	1	5	-8	6
Assets under managment at end of quarter ($ million)	12.5	21.25	9	17.25

Jun 02, 2022

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