NO.PZ202305230100005306
问题如下：
The method of using weighted-average portfolio duration and convexity measures to assess price risk of a bond portfolio is best characterized as:
选项：
A.
being theoretically correct.
B.
being commonly used by portfolio managers.
C.
accommodating non-parallel shifts in the yield curve.
解释：
B is correct. The weighted-average portfolio duration and convexity method is easy to calculate and apply in practice and is commonly used by portfolio managers to assess bond portfolio price risk. It does, however, implicitly assume parallel shifts in the yield curve. Using the weighted average of time to receipt of the aggregate cash flows is the theoretically correct method to calculate portfolio duration and convexity, but it is difficult to use in practice.
解析里说A是理论上正确的且实务中不用，为什么不选A？
