Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown...

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Finance

Calculate the durations and volatilities of securities A, B, andC. 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 decimalplaces.)

Period 1Period 2Period 3DurationVolatility
  A8585130  years
  B6565210years
  C5555200years

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3.6 Ratings (556 Votes)
For Security APeriod t123Cash Payment Ct8585130PVCt at680188679257564969741091505068PV 2649888834Fraction value of Total    See Answer
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Calculate the durations and volatilities of securities A, B, andC. 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 decimalplaces.)Period 1Period 2Period 3DurationVolatility  A8585130  years  B6565210years  C5555200years

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