Securities A, B, and C have the following cash flows: (Ignore taxes) Year 2 $42 Year 3 $ 42 B Year 1 $ 42 122 12 12 112 a. Calculate their durations if the interest rate is 10%. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Securities Durations A years B years years b. Suppose that you have an investment of $10.2 million in A. What combination of B and C would hedge this investment against interest rate changes? (Enter your numeric answers as a positive value. Do not round intermediate calculations. Enter your numeric answers in millions rounded to 3 decimal places.) Securities Position Amount B million million c. Now suppose that you have a $10.2 million investment in B. How would you hedge? (Enter your numeric answers as a positive value. Do not round intermediate calculations. Enter your numeric answers in millions rounded to 3 decimal places.) Securities Position Amount A million C million Securities A, B, and C have the following cash flows: (Ignore taxes) Year 2 $42 Year 3 $ 42 B Year 1 $ 42 122 12 12 112 a. Calculate their durations if the interest rate is 10%. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Securities Durations A years B years years b. Suppose that you have an investment of $10.2 million in A. What combination of B and C would hedge this investment against interest rate changes? (Enter your numeric answers as a positive value. Do not round intermediate calculations. Enter your numeric answers in millions rounded to 3 decimal places.) Securities Position Amount B million million c. Now suppose that you have a $10.2 million investment in B. How would you hedge? (Enter your numeric answers as a positive value. Do not round intermediate calculations. Enter your numeric answers in millions rounded to 3 decimal places.) Securities Position Amount A million C million