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

Calculate the duration 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.)

Period 1 Period 2 Period 3 Duration Volatility
  A 115 115 190   years
  B 95 95 270 years
  C 85 85 260 years

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