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Today is 15 may 2020, Sue just purchased a Treasury bond it's coupon rate of j2=3.2% p.a. and a face value of $100 that matures

Today is 15 may 2020, Sue just purchased a Treasury bond it's coupon rate of j2=3.2% p.a. and a face value of $100 that matures at par. The purchase price I was $98.743. The maturity date is 15 may 2022

Which of the following statement is incorrect?

a. We can use the duration of this treasury bond to measure its sensitivity

b. The purchase price ( i.e., 98.743)of this treasury bond will increase if the yield rate at purchase is lower

C. The duration of this treasury bond will be higher if its coupon rate is higher

D. The purchase price of this treasury bond will decrease , if the treasury bond is subject to 30% tax on interest and capital gain.

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