单项选择题:
An analyst does research about duration and gathers the following information about two option-free bonds in a portfolio:Bond Par value Market value Duration
1 $120000 $110000 5
2 $80000 $90000 4
The duration of the portfolio is closest to:（）
A. 4.33 B. 4.40 C. 4.55
网友回答
答案：C
解析: 5×$110000/$200000+4×$900001$200000=4.55