What happens to the duration of the bond if coupon changes? Illustrate with a graph of duration (y) vs coupon rate (x). Your graph should increase in coupon rate until no meaningful changes occur by adding a higher coupon

Bond in question:

\begin{tabular}{llr} \hline 4 & \multicolumn{1}{c}{ A } & \multicolumn{1}{c}{ B } \\ \cline { 1 - 2 } 1 & Start Date & 1/1/00 \\ \hline 2 & Maturity Date & 1/1/21 \\ \hline 3 & Coupon Rate & 0.04 \\ \hline 4 & YTM & 0.15 \\ \hline 5 & Frequency & 1 \\ \hline 6 & Duration & 9.01103 \end{tabular}