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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 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.