单选题 Suppose you have a three-security portfolio containing bonds A, B and C. The effective portfolio duration is 5.9. The market values of bonds A, B and C are $60, $25 and $80, respectively. The durations of bonds A and C are 4. 2 and 6.2, respectively. Which of the following amounts is closest to the duration of bond B?

A、

A. 9.0.
B、

B. 1.4.
C、

C. 7.1.

【正确答案】 A

【答案解析】
(60/165×4.2)+(25/165×D_B)+(80/165×6.2)=5.9, D_B=9.0.