问题如下：
Consider the following portfolio of bonds (par amounts are in millions of USD).
What is the value of the portfolio’s DV01 (dollar value of 1 basis point)?
选项：
A.$8,019
B.$8,294
C.$8,584
D.$8,813
解释：
ANSWER: C
First, the market value of each bond is obtained by multiplying the par amount by the ratio of the market price divided by 100. Next, this is multiplied by D* to get the dollar duration DD. Summing, this gives $85,841 million. We multiply by 1,000,000 to get dollar amounts and by 0.0001 to get the DV01, which gives $8,584.
老师您好，这道题可以用portfolio 的 总market value 乘以 加权平均的duration 来计算吗？之前有道练习题里好像是用的这种思路。如果不能用，麻烦老师帮我区分一下对于portfolio 何时用加权平均何时直接单独计算后相加？谢谢
