12. Yield-Based Bond Convexity and Portfolio Properties sample question
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CFA Level I sample question
CFA Level I 12. Yield-Based Bond Convexity and Portfolio Properties question
Fixed Income / 12. Yield-Based Bond Convexity and Portfolio Properties
Fixed Income
12. Yield-Based Bond Convexity and Portfolio Properties
A portfolio has 40% in Bond A with duration 3.0 and 60% in Bond B with duration 7.0. The portfolio duration is closest to:
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