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Basic Question 4 of 5
The duration of a portfolio (of option-free bonds) is equal to ______.
B. the average of the individual durations
C. the sum of the market value weighted individual durations
A. the sum of the equal weighted individual durations
B. the average of the individual durations
C. the sum of the market value weighted individual durations
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I passed! I did not get a chance to tell you before the exam - but your site was excellent. I will definitely take it next year for Level II.
Tamara Schultz
Learning Outcome Statements
calculate portfolio duration and convexity and explain the limitations of these measures
CFA® 2025 Level I Curriculum, Volume 4, Module 12.