Assuming the term structure is flat at 5%, which of the following statement is CORRECT? a) A 25-year zero coupon bond has zero duration b) The price of a 5-year 5% coupon bond is less sensitive to interest rate fluctuation then a 5-year 5% coupon bond. C) The duration of a 10-year floating rate bond that pays LIBOR (benchmark interest rate) is 10 years. d) None above is correct