Estimates of managers quarterly performance returns

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Reference no: EM13923292

For each of the last six quarters, Managers L and M have provided you with the total dollar value of the funds they manage, along with the quarterly contributions or withdra- wals made by their clients. (Note:Contributions are indicated by positive numbers, with- drawals by negative numbers.)

MANAGER L MANAGER M

Quarter	Total Funds Under Management	Contributions/ Withdrawals	Total Funds Under Management	Contributions/ Withdrawals
Initial	$500,000	-	$700,000	-
1	527,000	12,000	692,000	-35,000
2	530,000	7,500	663,000	-35,000
3	555,000	13,500	621,000	-35,000
4	580,000	6,500	612,000	-35,000
5	625,000	10,000	625,000	-35,000

For each manager, calculate:

a. Her money-weighted return;

b. Her time-weighted return; and,

c. Estimates of her quarterly performance returns using the Dietz approximation method, assuming contributions/withdrawals are made exactly halfway through the quarter.

Reference no: EM13923292

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