问题如下：
Based on Exhibits 1 and 2, which of the following portfolios is most likely to have the best performance given Edgarton’s yield curve expectations?
选项：
A.Current Portfolio
B.Pro Forma Portfolio 1
C.Pro Forma Portfolio 2
解释：
C is correct.
Given Edgarton’s expectation for a steepening yield curve, the best strategy is to shorten the portfolio duration by more heavily weighting shorter maturities. Pro Forma Portfolio 2 shows greater partial duration in the 1- and 3-year maturities relative to the current portfolio and the least combined exposure in the 10- and 30-year maturities of the three portfolios. The predicted change is calculated as follows:
Predicted change = Portfolio par amount × partial PVBP × (curve shift in bps)/100
是不是就是各期限的利率 shift*PVBP，再相加，值越小说明下降价格越少，就越好
这个各期限利率shifit，用的是表格里的shift吗？还是都统一用1个bp？
我用表格里的shift算的PortfolioB下降0.0011982，PortfolioC下降0.00114465，所以选C。
是这样吗？
