Partial PVBP and Money duration

Hi,

In curriculum, they said that: Note that the sum of the partial PVBPs closely approximates the money duration of the portfolio (= Effective duration × Portfolio value per $1 of par) divided by 100. For Portfolio 1, this equals [5.834 × (60,503/60,000)]/100 = 0.0588. The nominal key rate exposure at 20 years results from coupon payments on the longer-maturity bonds.

(Institute, CFA. 2019 CFA Program Curriculum Level III Volume 4. CFA Institute, 5/2018. VitalBook file.

They also said that sum of key rate duration approximates effective duration of port. therefore, I just wonder why the partial pvbps = Money duration, it should be the sum of partial pvbps = pvbps of port, right?

Pvbp is essentially money duration, just expressed in a simplified form as 1bps instead of 100bps.

Yeap, but they said here pvbp = money duration, while it must be different in number