Generally speaking, which of the following are true $($with each statement assume we are

holding all else constant$)$:

I. The greater the coupon, the greater the volatility

II$.$ The smaller the coupon, the greater the volatility

III. The longer the term to maturity, the greater the volatility

IV$.$ The longer the term to maturity, the greater the volatility

V $.$ The greater the YTM$,$ the less volatile the bond

II$,$ IV$,$ V

II$,$ III, V

II$,$ III

I, IV$,$ V

I, III