Question 6 [2 marks] Which of the following statements is incorrect? a. The duration of this Treasury bond will be higher if its coupon rate is higher. b. We can use the duration of this Treasury bond to measure its price sensitivity. c. The duration of this Treasury bond will increase if the yield rate at purchase is lower. d. The purchase price of this Treasury bond will decrease, if this Treasury bond is subject to a 30% tax on both interest and capital gains.