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The duration measure is supplemented with the convexity measure, which captures the ________ of a bond prices. As the yield to maturity increases the convexity

The duration measure is supplemented with the convexity measure, which captures the ________ of a bond prices. As the yield to maturity increases the convexity of a bond typically _______.

Group of answer choices

A. credit risk; decreases (i.e. flattens)

B. credit risk; increases (i.e. steepens)

C. curvature; decreases (i.e. flattens)

D. curvature; increases (i.e. steepens)

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