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Calculate the durations and volatilities of securities A, B, and C. Their cash flows are shown below. The interest rate is 8%.(Do not round intermediate calculations. Round "Duration" to 4 decimal places and "Volatility" to 2 decimal places.)



Word<br>File<br>Edit<br>View<br>Insert<br>Format<br>Tools<br>Table<br>Window<br>Help<br>Thu 3:25 AM<br>AutoSave<br>FF<br>Document11<br>Home<br>Insert<br>Draw<br>Design<br>Layout<br>References<br>Mailings<br>Review<br>View<br>RCM<br>Grammarly<br>Picture Format<br>O Tell me<br>2 Share<br>O Comments<br>Calibri (Bo..<br>v 12<br>v A A<br>Aa v<br>:= v E v - v<br>AaBbCcDdEe AaBb( AaBbCcDdEe<br>AaBbCcDdEe<br>AaBbCcDdEe<br>AaBbCcDc<br>AaBbCcDdEe<br>AaBbCcDdEe<br>AaBbCcDdEe<br>AaBbCcDdEe<br>AaBbCcDdEe<br>Paste<br>U v ab x,<br>Subtle Emph.<br>Intense Emp.<br>Normal<br>No Spacing<br>Heading 1<br>Heading 2<br>Title<br>Subtitle<br>Emphasis<br>Strong<br>Quote<br>Styles<br>Pane<br>Dictate<br>Sensitivity<br>Open<br>Grammarly<br>B<br>I<br>Period 1<br>Period 2<br>Period 3<br>Duration<br>Volatility<br>A<br>90<br>90<br>140<br>years<br>B<br>70<br>70<br>220<br>years<br>60<br>60<br>210<br>years<br>Alt Text: Table<br>pe<br>Page 1 of 1<br>O words<br>English (United States)<br>O Focus<br>+<br>125%<br>|白<br>

Extracted text: Word File Edit View Insert Format Tools Table Window Help Thu 3:25 AM AutoSave FF Document11 Home Insert Draw Design Layout References Mailings Review View RCM Grammarly Picture Format O Tell me 2 Share O Comments Calibri (Bo.. v 12 v A A Aa v := v E v - v AaBbCcDdEe AaBb( AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDc AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe AaBbCcDdEe Paste U v ab x, Subtle Emph. Intense Emp. Normal No Spacing Heading 1 Heading 2 Title Subtitle Emphasis Strong Quote Styles Pane Dictate Sensitivity Open Grammarly B I Period 1 Period 2 Period 3 Duration Volatility A 90 90 140 years B 70 70 220 years 60 60 210 years Alt Text: Table pe Page 1 of 1 O words English (United States) O Focus + 125% |白

Jun 11, 2022
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