NO.PZ2018120301000043
问题如下：
Li is a junior fixed-income analyst in a wealth management firm. By using each component, Li wants to compute the total expected return for a portfolio. The relevant information is shown below:
According to the information above, what is the total expected return of this portfolio?
选项：
A.2.05%
B.2.459%
C.2.451%
解释：
B is correct.
考点：根据各Component计算Expected return
解析：计算各个Component的变化，注意本题没有给出Expected loss和Expected currency gains or loss，默认没有这两部分。
老师，我看了一下之前的一些关于duration选择的回答，麻烦您帮忙看一下这么总结是否正确
1.如果有一个duration给的是current，而不是expected，那肯定选expected的那个
2.如果两个给的都是expected，那一般选择effective，因为不论含权还是不含权，effective的值一定是准确无误的
