1.     Aportfolio consists of two positions: One position is long $100M of a two year bond priced at 101with a duration of 1.7; the other position is short $50M of a five year bond priced at 99 with a durationof 4.1. What is the duration of the portfolio?

A.       0.68

B.        0.61

C.        -0.68

D.       -0.61

为何本题计算需要考虑债券价格？不是直接可以用100/50*1.7-50/50*4.1= - 0.7么，求解