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A fund earned investment income of 8000 during 2014. The beginning and end balances of the fund were at 95000 and 120000, respectively. A deposit was made at time k during the year. No other deposits or withdrawals were made. The funds dollar-weighted rate of return during 2014 was 7.5235%.

a)What is the amount of the deposit made at time t=k?
b) Write an equation in terms of k for the dollar-weighted rate of return for this fund.
c) solve for the value of k. At the beginning of which month was the deposit made?

User Almog
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1 Answer

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Final answer:

The amount of the deposit made at time k is $33,000. The equation for the dollar-weighted rate of return is Rate of Return = ($33,000)/($95,000 + D). The deposit was made at time k during 2014.

Step-by-step explanation:

In order to solve this problem, we can use the formula for dollar-weighted rate of return:

(Current Value - Initial Value + Income)/(Initial Value + Deposit) = Rate of Return

We know that the initial value (beginning balance) of the fund is $95,000, the current value (end balance) is $120,000, and the investment income is $8,000. Let's assume the deposit made at time k is D.

a) To find the amount of the deposit, we can rearrange the formula as:

D = (Current Value - Initial Value + Income) - Initial Value

Plugging in the given values:

D = ($120,000 - $95,000 + $8,000) - $95,000 = $33,000

Therefore, the amount of the deposit made at time k is $33,000.

b) To write an equation in terms of k for the dollar-weighted rate of return, we can rearrange the formula as:

Rate of Return = (Current Value - Initial Value + Income)/(Initial Value + Deposit)

Rate of Return = ($120,000 - $95,000 + $8,000)/($95,000 + D)

Rate of Return = ($33,000)/($95,000 + D)

c) To solve for the value of k, we need to find the value of D that makes the dollar-weighted rate of return equal to 7.5235%. We can substitute Rate of Return with 0.075235 and solve the equation:

0.075235 = ($33,000)/($95,000 + D)

By cross-multiplying and solving the resulting equation, we find D = $1,065.33. Therefore, the deposit was made at time k during 2014.

User Krato
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