NO.PZ2018062010000030
问题如下：
A main deficiency of using the weighted average of the yield durations of the individual bonds to represent a fixed income portfolio's duration is that it:
选项：
A. neglects the possible difference in the shift of different parts of a yield curve.
B. is less accurate when the yield curve is less steeply sloped.
C. is not applicable to portfolios that have bonds with embedded options.
解释：
A is correct.
The measure, calculating a bond portfolio’s duration as the weighted average of the yield durations of the individual bonds, implicitly assumes a parallel shift to the yield curve (all rates change by the same amount in the same direction). In reality, interest rate changes frequently result in a steeper or flatter yield curve.
如题，c也是组合加权求久期没有考虑到的啊，为什么不是缺点
