Suppose you have a three-security portfolio containing bonds A, B and C. The effective portfolio duration is 5.9. The market values of bonds A, B and C are $60, $25 and $80, respectively. The durations of bonds A and C are 4. 2 and 6.2, respectively. Which of the following amounts is closest to the duration of bond B()
A. 9.0.
B. 1.4.
C. 7.1.