A bond with maturity of 15 years, annual coupon 5% and yield 6% is trading at 902.88 euros and has a duration of 10.66 years. if an yield increase of 100 basis points occurs, the price of the bond:

i. it will fall by 10.06%

ii. it will stand 812.05 euros

iii. it will fall by 90.83

a. all three statements are correct

b. only i) is correct

c. none can be verified without knowing the face value of the bond

d. ii) and iii) are correct