time and dollar weighted

[rickm123]

Hi david:

Any spreadsheet on this that I can explore? Need to work through a couple of examples pre level 2
thanks

Rick

 

[David Harper CFA FRM]

Hi Rick, I will prioritize getting 8.c.1 up this week (but probably by Wed). It does perform all of the Bodie illustrations (I need to check it, sorry: if they have errors, some customers get very upset and are quite harsh, so I am constantly juggling a quality versus time [versus volume versus support] issue). Thanks,

 

[rickm123]

Ok thanks again

Just wanted to ask if there is an easy way to do the dollar weighted return with your HP 12 C regarding the example below.


question 15.2 on the practice questions

 

[David Harper CFA FRM]

Hi Rick,

I won't have time to post the updated 8.c.1 this week, after all (I need to finish the mock exams). Here is the XLS that I used to develop question T8.15, this XLS shows dollars and time-weighted: https://www.dropbox.com/s/mw3ybnbllkucmde/T8.15.xlsx

In regard to the HP12c, sure it can do the dollar-weighted return b/c the DWR is an IRR, see (eg) pae 63 of the manual @ https://www.dropbox.com/s/vo9m2tudeszeqpy/hp12c.PDF

thanks,

 

[rickm123]

no worries will the mock exam for level 2 be available on the practice questions and if so when
thanks

 

[David Harper CFA FRM]

http://forum.bionicturtle.com/threads/2012-frm-calendar.5313/page-3#post-16460

 

[gabp17]

Hi david, can you re -upload? pls



quote="David Harper CFA FRM CIPM, post: 16609, member: 10"]Hi Rick,

I won't have time to post the updated 8.c.1 this week, after all (I need to finish the mock exams). Here is the XLS that I used to develop question T8.15, this XLS shows dollars and time-weighted: https://www.dropbox.com/s/mw3ybnbllkucmde/T8.15.xlsx

In regard to the HP12c, sure it can do the dollar-weighted return b/c the DWR is an IRR, see (eg) pae 63 of the manual @ https://www.dropbox.com/s/vo9m2tudeszeqpy/hp12c.PDF

thanks,[/quote]