Use the following bank information for questions

-What is the weighted average duration of assets?
A)2.56 years
B)3.75 years
C)4.85 years
D)5.00 years
E)7.5 years

Question

Use the following bank information for questions 
 
-What is the weighted average duration of assets?
A)2.56 years 
B)3.75 years 
C)4.85 years 
D)5.00 years 
E)7.5 years

Quizplus · Accepted Answer

The weighted average duration of assets is calculated by multiplying the duration of each asset by its weight in the portfolio and then summing the results. In this case, the weighted average duration of assets is 2.56 years.

Use the Following Bank Information for Questions