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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 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. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.) Period 1 A 60 Period 2 60 40 30 Period 3 80 160 150 Duration 2.1492 years 2.3222 years 23439 years Volatility 2.03 2.19 221 B 40 30
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