Maybe stupid question about time-weighted rate of return

[Linh_Ph_m]

I have a question about this example: My answer differed from the answer in the book and I realized that I have a problem in HPR2. Similar to the example of the time-weighted rate of return, I understand HPR2 beginning as the total price of 2 stocks bought in t=0 and t=1. I guess the first stock bought in t=0 was $40 and increased to $50 in t=1 (because you bought another share of the same stock for $50, which means the stock had increased to $50). So in total, the beginning of t=2 is $100.
So can you help me understand why I am wrong?

An investor buys a share of stock for $40 at time t = 0, buys another share of the
same stock for $50 at t = 1, and sells both shares for $60 each at t = 2. The stock
paid a dividend of $1 per share at t = 1 and t = 2. The time-weighted rate of
return on the investment for the period is closest to:
A. 24.7%.
B. 25.7%.
C. 26.8%.

The book answer: B
This is my answer: A

[Okachiang]

I can’t see where you’re wrong. And I searched for the same type of the question, I guess you are right. Check the errata.
In the following case, you’ll get the correct answer.

[MikeyF]

i get the sae answer as you

[brocollullu]

im doing schweser also. need to ask google for this quiz and saw your question :)) yeb, my answer is also A

[M_Y]

My answer is the same as yours. I believe the book makes a mistake.