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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 9%.

Pd 1 Pd 2 Pd 3 Duration Volatility
A. 45 45 50 yrs
B. 25 25 130 yrs
C. 15 15 120 yrs

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