MW A4 Match the statements in first column with the second column The duration of a zero-coupon bond having maturity 4 years 6 Modified duration of a zero-coupon bond having maturity 4 years B.Less than Macaulay's duration of 4 years zero-coupon bond Macaulay's duration of a zero-coupon bond having maturity 4 C. Less than 4 years and a positive discount rate Modified duration of bond with Macaulay's duration of 4 and zero D. Macaulay's duration discount rate E. Duration of a zero-coupon bond having maturity 3 years - Duration of a bond with 75% bond price increase when interest rate decreases from 4% to 3%