问题如下图：
选项：
A. 
B. 
C. 
解释：
为什么不选C？ 是不是portfolio 中的weighted average of yield duration 可以用于embedded options。
NO.PZ2018062010000030 is less accurate when the yielcurve is less steeply slope is not applicable to portfolios thhave bon with embeeoptions. A is correct. The measure, calculating a bonportfolio’s ration the weighteaverage of the yielrations of the invibon, implicitly assumes a parallel shift to the yielcurve (all rates change the same amount in the same rection). In reality, interest rate changes frequently result in a steeper or flatter yielcurve. 如题，c也是组合加权求久期没有考虑到的啊，为什么不是缺点
老师，这道题可以再讲讲吗？不怎么懂，谢谢
老师，B项能多详细讲讲吗？何老师上课也是一笔带过。。。
