Dollar-Weighted Rate of Return Calculation for an Investment in Clay Industries Common Stock

Dollar-Weighted Rate of Return Calculation

Prev Question Next Question

Question

An investor purchases 1,000 shares of Clay Industries common stock for $40.00 per share at t0. At t1, this investor receives a $0.78 per share dividend on the

1,000 shares and purchases an additional 400 shares for $49.75 per share. At t2, he receives another $0.78 per share dividend on 1,400 shares and purchases

400 more shares for $55.90 per share. At t3, sells 1,000 of the shares for $59.50 per share and the remaining 800 shares at $60.25 per share. Assuming no commissions or taxes, what is the dollar-weighted rate of return received on this investment?

Answers

Explanations

Click on the arrows to vote for the correct answer

A. B. C. D. E. F.

B

Remember that the dollar-weighted rate of return uses the IRR equation in the determination of its answer. Further, the dollar-weighted rate of return is another name for the IRR equation, and this name is commonly used within the field of investment management. In the determination of the dollar-weighted rate of return calculation, the first step should be to identify the cash flows for each period. This process is illustrated as follows: t0: {-[1,000 shares purchased * $40 per share] = [$40,000.00] t1: {-[ 400 shares purchased * $49.75 per share] + [$0.78 per share dividend * 1,000 shares] = [$19,120] t2: {-[400 shares purchased * $55.90 per share] + [$0.78 per share dividend * 1,400 shares]} = [$21,268] t3: {[1000 shares sold * $59.50 per share] + [800 shares sold * $60.25 per share] = $107,700.00

Now that the cash flows have been determined, incorporating this information into your calculator's cash flow worksheet and solving for IRR will yield a dollar- weighted rate of return of 13.70% for this investment, which is none of the answers provided.