NO.PZ2023120801000086
问题如下：
The method of using weighted-average portfolio duration and convexity measures to assess price risk of a bond portfolio is best characterized as:
选项：
A.being theoretically correct.
being commonly used by portfolio managers.
accommodating non-parallel shifts in the yield curve.
解释：
Correct Answer: B
The weighted-average portfolio duration and convexity method is easy to calculate and apply in practice and is commonly used by portfolio managers to assess bond portfolio price risk. It does, however, implicitly assume parallel shifts in the yield curve. Using the weighted average of time to receipt of the aggregate cash flows is the theoretically correct method to calculate portfolio duration and convexity, but it is difficult to use in practice.
我在书上看到this mathod is theoretically correct， 但没找到b选项
