问题如下：
Based on Exhibits 1 and 2, which of the following portfolios is most likely to have the best performance given Edgarton’s yield curve expectations?
选项：
A.Current Portfolio
B.Pro Forma Portfolio 1
C.Pro Forma Portfolio 2
解释：
C is correct.
Given Edgarton’s expectation for a steepening yield curve, the best strategy is to shorten the portfolio duration by more heavily weighting shorter maturities. Pro Forma Portfolio 2 shows greater partial duration in the 1- and 3-year maturities relative to the current portfolio and the least combined exposure in the 10- and 30-year maturities of the three portfolios. The predicted change is calculated as follows:
Predicted change = Portfolio par amount × partial PVBP × (curve shift in bps)/100
这道题的答案有点复杂啊，请问可不可以这么理解：
就是因为long term rate 要上升的比较多，所以weight放在短期多一点，长期的少一点呗？
是不是我想的太简单了。。
