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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. 1.4. B. 9.0. C. 7.1. D. 7.4. |