问题
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 |
A. 4.33
B. 4.40
C. 4.55
答案
参考答案：C
解析：
5×$110000/$200000+4×$900001$200000=4.55