Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below.
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Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 8%.
Period 1 Period 2 Period 3 A 40 40 40 B 20 20 120 C 10 10 110 AppendixLO1
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