I have the answers for 1 and 3, just looking for explanations for 1 and 3.

Which bond has a longer duration: a 30 year zero coupon bond yielding 10% or a 1. perpetuity yielding 6%? A. The perpetuity B. The zero coupon bond C. Neither, they both have the exact same duration 2. Suppose that interest rates decrease by 0.001 points from their current level of 8%. What will be the resulting percentage change in the price of a bond with a duration of five years (round to the nearest hundredth)? A. bond price will increase less than .25% B. bond price will increase by between .25% and .50% C. bond price will increase by between .50% and 1.00% D. bond price will increase more than 1.00% 3. All other things equal, which of the following has the longest duration? A. A 30 year bond with a 9% coupon B. A 30 year bond with a 10% coupon C. A 20 year bond with a 9% coupon D. A 10 year zero coupon bond