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

Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 10%. (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 50 50 60   years
  B 30 30 140 years
  C 20 20 130 years

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jeff jeffy answered 7 months ago
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