问题
单项选择题
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.
答案
参考答案：A
解析：
(60/165×4.2)+(25/165×DB)+(80/165×6.2)=5.9, DB=9.0.