dreampak

Agrred with rahuls.
Sector, duration contribution(PORTFOLIO), duration contribution(BMK)
————————————————————————————————
Treasury, 1.396, 1.140
MBS,         0.916, 0.916
Corp,        2.129, 2.355
—————————————————–
Total        4.44, 4.41
Basically, you can’t decide whether Treasury or Corp contribute more to duration mismatch. Spread duration does.
We don’t hve time to calc all this during the exam, though. As an intuitive thought, total duration is not provided on purpose and keep the question straightforward.