问题如下：
Using the sum of the value-weighted durations of the bonds to caculate the portfolio duration has a limitation assumption of?
选项：
A. All the bonds in the portfolio must have same maturity.
B. All the bonds' yeild in the portfolio must be perfectly correlated.
C. All the bonds in the portfolio must share the same yield curve.
D. All the bonds in the portfolio must have the same weight.
解释：
B is correct
考点：Portfolio duration
解析：
使用组合中债券duration的加权平均来计算组合duration 的假设就是，所有bond 的收益率曲线的变化是相同的，也就是说它们是完全相关的。然而这并不符合现实，因为实际上不同国家的收益率并不是完全相关的。B选项正确。
老师你好，C选项错在哪里呢？