Question
Calculate the duration and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 8%. (Do not round
Calculate the duration and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 8%. (Do not round intermediate calculations. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.)
| Period 1 | Period 2 | Period 3 | Duration | Volatility | |
| A | 115 | 115 | 190 | years | |
| B | 95 | 95 | 270 | years | |
| C | 85 | 85 | 260 | years | |
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Foundations Of Financial Management
Authors: Stanley B Block, Geoffrey A Hirt
12th Edition
0073295817, 9780073295817
