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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%.

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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%. (Do not round intermediate calculations. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.) Duration Period 1 135 Period 2 135 Volatility Period 3 230 B 115 115 310 300 years years years 105 105

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