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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 6%. (Do not
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. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.) Period 1 Period 2 Period 3 A 110 110 180 Duration 1.8774 years Volatility 1.88) 9C B 90 90 260 2.3900 years 2.25 80 80 250 2.4300 years 2.29
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