Hartfield Capital holds a $50M 7-year corporate bond and needs to map it to standard key-rate vertices for VaR calculation. The bond pays annual 4.5% coupons. Using the cash flow mapping approach, the firm decomposes the bond into present-value-weighted exposures at standard vertices (1Y, 2Y, 3Y, 5Y, 7Y, 10Y). Which statement about this approach is most accurate?