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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 10%. (Do not
Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 10%. (Do not round intermediate calculations. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.) Answer is not complete. Period 1 Period 2 Period 3 Duration Volatility A 100 100 160 0.6543 years 0.60 X B 80 80 240 0.6882 years C 70 70 230 years
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