13. Duration (S3.2) Calculate the durations and volatilities of securities A, B, and C. Their cash flows

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13. Duration (S3.2) 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

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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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