单选题 An analyst does research aboutportfolio duration and gathers the following information about a portfolio consisting of two bonds:
Bond Par Value Market Value Duration
1 $400000 $380000 6
9 $600000 $620000 4
The portfolio's duration is closest to:
A. 4.76
B. 4.80
C. 5.24

【正确答案】 A
【答案解析】[解析] 投资组合的久期是按照各债券的市值权重乘以各自的久期来计算：
投资组合久期=380000/(380000+620000)×6+6200001(380000+620000)×4=2.28+2.48=4.76。