尚同學(xué)
2018-08-13 12:04At the beginning of Year 1, a fund has 10 million under management; it earns a return of 14% for the year. The fund attracts another 100 million at the start of Year 2 and earns a return 8% for that year. Question: How to calculate Money-weighted Rate of return of this fund?
所屬:CFA一級(jí) 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
金程教育顧老師助教
2018-08-13 14:29
該回答已被題主采納
學(xué)員你好,要算MWRR,即IRR關(guān)鍵在于要理清現(xiàn)金流,
第一年年初流出CF0=-10,
第二年年初流出CF1=-100,
第二年年末流入CF2=10*(1+14%)*(1+8%)+100*(1+8%),
計(jì)算器上按CF鍵,依次輸入以上現(xiàn)金流,按IRR即可。
