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Bond A has a price of $97 635 and a duration of 1.93. Bond B has a price of $54 696 and has a duration

Bond A has a price of $97 635 and a duration of 1.93. Bond B has a price of $54 696 and has a duration of 3.46. Calculate the duration of a portfolio comprised of one of Bond A and one of Bond B.

A. 2.4794

B. 2.5511

C. 2.6638

D. 2.6842

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