of the following statements is false? Interest rate risk is inversely related to the bond' s coupon rate. An increase in a bond' sYTM results in a smaller price change than a decrease in yield of equal magnitude. Bond prices and yields are inversely related. Prices of short-term bonds tend to be more sensitive to interest rate changes than prices of long-term bonds. - 89. Duration measures ( all of the options. the weighted average of the time until each payment is received, with weights proportional to the present value of the payment the effective maturity of a bond. the average maturity of the bond' s promised cash flows. 90. At a 4% yield, the duration of a perpetuity that pays $100 once a year forever is 26 years 4 years 3.85 years 100 years 91. Which of the following is a strategy to shield net worth from interest rate moyen