Longer maturity bonds have low Blank $1$ risk but high Blank $2$ risk, while higher coupon bonds have a lower level of Blank $3$ risk

and a higher level of Blank $4$ risk. To account for the effects related to both a bond's maturity and coupon, many analysts focus on

a measure called duration, which is the Blank $5$ of the time it takes to receive each of the bond's cash flows.