Dollar-Weighted Rate of Return for Investment Series

Dollar-Weighted Rate of Return Calculation

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Question

Assume the following series of transactions

t0: Unknown

t1: Purchase 10,000 shares of Intelligent Semiconductor for $98.90 per share t2: Sell 10,000 shares of Intelligent Semiconductor for $105.30 per share t3: Sell 5,000 shares of Intelligent Semiconductor for $111.65 per share t4: Sell 5,000 shares of Intelligent Semiconductor for $140.00 per share

Similar investments have merited a 13.45% discount rate. Assuming no taxes or transaction charges, what is the dollar-weighted rate of return for this series of investments?

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Explanations

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A. B. C. D. E.

C

Remember that the dollar-weighted rate of return uses the IRR equation in the determination of the answer. In fact, the dollar-weighted rate of return is another name for the IRR equation, and this nomenclature is commonly used within the field of investment management. So said, in the determination of the dollar- weighted rate of return calculation, the first step should be to identify the cash flows for each period, beginning with t0: the initial investment outlay. In this example, the initial cash outlay is not specified, and therefore the calculation of the dollar-weighted rate of return cannot accurately be determined.