For two bonds with equal coupons, duration would be higher for the bond with the shortest maturity.

• A. True
• B. False

For bonds of the same maturity and yield to maturity, the lower the coupon rate, the greater the duration.

• A. True
• B. False

Convexity is a measure of how much a bond's price-yield curve deviates from the linear approximation of that curve.

• A. True
• B. False