CFA Practice Question

There are 266 practice questions for this study session.

CFA Practice Question

A portfolio is comprised of the following three bonds:

Bond | Maturity | Coupon | Duration | Weight
Bond A | 22 | 6% | 9.1 | 20%
Bond B | 17 | 7% | 7.5 | 50%
Bond C | 8 | 8% | 3.3 | 30%

What is the portfolio's duration?
A. 4.51
B. 5.61
C. 6.56
Explanation: Portfolio Duration = wA DA + wB DB + wC DC = 6.56

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