Question
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
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.)
| Period 1 | Period 2 | Period 3 | Duration | Volatility | |
| A | 50 | 50 | 60 | years | |
| B | 30 | 30 | 140 | years | |
| C | 20 | 20 | 130 | years | |
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Competitor Analysis In Financial Services
Authors: Ian Youngman
1st Edition
1855733315,1782420053
