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On Becca’s 1st birthday, a savings account was opened for her containing $10,000

ID: 2775312 • Letter: O

Question

On Becca’s 1st birthday, a savings account was opened for her containing $10,000. By her 5th birthday, the account had grown to $13,500 and $1000 was added. By her 13th birthday the account had grown to $17,000 and $2000 was added. On her 16th birthday, she withdrew $5,000 to buy a car, leaving a balance of $15,000. On her 18th birthday, the account contained $16,500 which she will use for college. No other deposits or withdrawals were made. Use the time-weighted method to calculate the effective annual yield rate over the seventeen-year period. (Answer: 3.63%)

Explanation / Answer

Suppose that we make investments in a fund over time and we know the outstanding balance before each deposit or withdrawal occurs. Let B0 be the initial balance in the fund. Let Bj be the balance in the fund immediately before time tj , for 1 j n. Let Wj be the amount of each deposit or withdrawal at time tj . Wj > 0 for deposits and Wj < 0 for withdrawal. In a table, we have:

Time

0

t1

t2

t3

tn

Account balance(Before Deposits or withdrawls)

B1

B2

B3

Bn

Deposits/Withdrawals

W1

W2

W3

Wn

Total Balance

B0

B1+W1

B2+W2

B3+W3

Bn+Wn

Therefore Time weighted annual rate of returns, i , is the solution of this equation:

(1+i)n = B1/B0 x B2/(B1+W1) x B3/(B2+W2) x ….x Bn/(Bn-1 + Wn-1)

So by using this formula we get i as time weighted return.

Now as per the problem we can make this investment chart like this:

Investment Account

Date

1st Birthday

5th Birthday

13th Birthday

16th Birthday

18th Birthday

Account balance(Before Deposits or withdrawls)

10000

13500

17000

20000

16500

Deposits

1000

2000

Withdrawals

5000

Total Balance

10000

14500

19000

15000

16500

And for the equation:

(1+i)17 = (13500/10000) x (17000/14500) x (20000/15000) x

                                                                                           (16500/15000)

(1+i)17 = 1.35 x 1.1724 x 1.0526 x 1.1 = 1.83259

(1+i) = (1.83259)1/17 = 1.03627359

And , i = 0.03627359 = 3.627359%

Hence annual yield by time weighted method = 3.63%

Time

0

t1

t2

t3

tn

Account balance(Before Deposits or withdrawls)

B1

B2

B3

Bn

Deposits/Withdrawals

W1

W2

W3

Wn

Total Balance

B0

B1+W1

B2+W2

B3+W3

Bn+Wn

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