NO.PZ2023120801000084
问题如下：
The following table provides information about a portfolio of three bonds.
Based on this information, the duration of the
portfolio is closest to:
选项：
A.9.74
B.9.48
C.9.35
解释：
Correct Answer: C
The market values of the bonds (Price × Par amount) are $17,479,376, $4,018,928, and $6,771,416, respectively, for a portfolio value of $28,269,720. Therefore, the duration of the portfolio is
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