- Please Compute The Asset Weight Composite Return And Equally Weighted Dispersion Around Asset Weighted Composition Retur 1 (59.15 KiB) Viewed 45 times
Please compute the Asset Weight Composite Return and Equally Weighted Dispersion Around Asset Weighted Composition Retur
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Please compute the Asset Weight Composite Return and Equally Weighted Dispersion Around Asset Weighted Composition Retur
Please compute the Asset Weight Composite Return and Equally Weighted Dispersion Around Asset Weighted Composition Return for Table 2. (with accuracy up to 3 decimal places in %). Note that Client C terminated the account at the end of Year 2 with balance of $272.16m. Show the working clearly. Otherwise, zero mark will be given Table 2 Year 0 1 2 2 3 3 4 5% 15% Returns Client A Client B Client 10% 8% 10% 8% 8% 8% 8% 5% End of Period Assets ($ millions) Client A Client B Client C TOTAL Number of Portfolios Beginning Balance 60 180 240 66.00 72.60 76.23 87.66 194.40 209.95 226.75 244.89 259.20 272.16 519.60 554.71 302.98 332.55 480 3 3 3 2 2 Asset Weighted Composite Return - Equally Weighted Dispersion Around Asset Weighted Composite Return Year 1: Return = same as Year 1 of Table 1 Dispersion = same as Year 1 of Table 1 Year 2: Return = same as Year 2 of Table 1 Dispersion = same as Year 2 of Table 1 Year 3: Return = Dispersion = Year 4: Return = Dispersion =