How do you calculate duration of a bond portfolio?

How do you calculate duration of a bond portfolio? How do you calculate bond portfolio duration? Portfolio duration is commonly estimated as the market-value-weighted average of the yield durations of the individual bonds that compose the portfolio. The total market value of the bond portfolio is 170,000 + 850,000 + 180,000 = 1,200,000. What is … Continue reading How do you calculate duration of a bond portfolio?