Question 17 For a portfolio with only two assets, the duration measures of the assets are 5 for Asset A and 10 for Asset B. Hot yet nswered Marked out of .00 Flag question Select one: O a. For a target portfolio duration of 8, the portfolio weight of asset A is positive and the portfolio weight of asset B is negative. O b. For a target portfolio duration of 8, the portfolio weight of asset Ais negative and the portfolio weight of asset B is positive. Oc. For a target portfolio duration of 12, the portfolio weight of asset A is positive and the portfolio weight of asset B is negative. O d. For a target portfolio duration of 12, the portfolio weight of asset Ais negative and the portfolio weight of asset B is positive. I Oe. None of the other statements is correct