You have the following information about a portfolio and the benchmark its manager is tracking

		Portfolio			Benchmark Index
Sector		%	Duration		%	Duration	Spread Duration
Treasuries		30	4.00		26	3.90
Corporates		37			39	5.20	5.40
MBS		33	5.22		35	6.02	6.34

I

The duration of the benchmark is closest to

Options:

	4.61
	5.15
	5.40

II

The spread duration of the benchmark is closest to

Options:

	3.90
	4.33
	5.15

III

Assuming that the duration of the portfolio matches the duration of the benchmark, the duration of Corporates in the portfolio is closest to

Options:

	4.25
	6.02
	5.20