单选题

A portfolio manager holds the following three bonds, which are option free and have the indicated durations.

Bond Par value owned Market value owned Duration
A $8,000,000 $12,000,000 3.0
B $8,000,000 $6,000,000 7.0
C $4,000,000 $6,000,000 6.0

The portfolio's duration is closest to:

【正确答案】 A
【答案解析】

A is correct because the portfolio's duration is a weighted average of the durations of the individual holdings, computed as:
(12/24) × (3.0) + (6/24) × (7.0) + (6/24) × (6.0) = 4.75.