Question 1 2 pts Duration: is always greater than maturity rises as the coupon payment rises. measures how bond prices change with changes in maturity. is a measure of total return. is a measure of how price sensitive a bond is to a change in interest rates. Question 2 2 pts What is the Macaulay's duration of a 10 year zero-coupon bond with a face value of $1,000 and a market rate of 8%, compounded annually is: 9 years 10 years 11 years None of the above OOO