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It does make sense, both are a stream of projected and discounted cashflows, combined they are also a portfolio of cashflows. Duration as a weighted average (macaulay duration) is additive. As … modified duration, it is also additive if the discount rates are the same or similar. Your weighted average approach is correct. Your duration of 0.959 years is scaled to $850 (which is nearly half the …
answered Apr 10 by BG25