Consider the following statements: Not yet answered I. Ceteris paribus Coupon bonds of the same maturity have less convexity than do deep-discount bond. Marked out of 1.00 ll. Convexity is a measure of a curvature in the relationship between bond prices Flag question and bond yields. Ill.Convexity demonstrates how the duration of a bond changes as the interest rate changes. Which of the above statements is true?