Question
Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 6%. (Do not round
Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 6%. (Do not round intermediate calculations. Find the duration (in years) and volatility for A, B, and C. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.)
| Period 1 | Period 2 | Period 3 | |
| A | 60 | 60 | 80 |
| B | 40 | 40 | 160 |
| C | 30 | 30 | 150 |
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Energy And Finance Sustainability In The Energy Industry
Authors: André Dorsman, Özgür Arslan-Ayaydin, Mehmet Baha Karan
1st Edition
3319322664, 978-3319322667
