The duration of a portfolio of bonds can be calculated

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The duration of a portfolio of bonds can be calculated as _______________.

A.the coupon weighted average of the durations of the individual bonds in the portfolio

B.the yield weighted average of the durations of the individual bonds in the portfolio

C.the value weighted average of the durations of the individual bonds in the portfolio

D.averages of the durations of the longest- and shortest-duration bonds in the portfolio

Reference no: EM131356114

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