Money-Weighted and Time-Weighted Returns sample question
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Quantitative Methods / Money-Weighted and Time-Weighted Returns
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Money-Weighted and Time-Weighted Returns
A client starts with 100,000. After six months the account is 90,000 and the client contributes 40,000. At year-end the account is 156,000. The time-weighted return and money-weighted return are closest to:
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