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Problem 3-13 Duration Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 6%.
Problem 3-13 Duration 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 Duration Volatility A 60 60 80 years B 40 40 160 years 30 30 150 years
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