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Basic Question 1 of 5
A portfolio consists of two bonds:
Bond A | 10 years | 8% | 6.7 | 60%
Bond B | 7 years | 5.2% | 3.9 | 40%
B. 5.3
C. 5.58
Bond | Maturity | Coupon | Duration | Proportion in Portfolio
Bond A | 10 years | 8% | 6.7 | 60%
Bond B | 7 years | 5.2% | 3.9 | 40%
Which of the following is the best measure of portfolio duration?
A. 3.71
B. 5.3
C. 5.58
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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
calculate portfolio duration and convexity and explain the limitations of these measures
CFA® 2025 Level I Curriculum, Volume 4, Module 12.