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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 7%.

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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 7%. (Do not round intermediate calculations. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.) Period 1 Duration Volatility Period 2 130 years 130 110 Period 3 220 300 290 B 110 years 100 100 years

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