Which of the following about duration and convexity is correct?

a. The duration of a coupon bond is equal to its time to maturity.

b. Bonds with greater convexity tend to have lower prices and/or higher yields, all else equal.

c. If we hold maturity constant, a bonds duration is higher when the coupon rate is higher.

d. A decrease in a bonds yield to maturity results in a larger price change than an increase of equal magnitude.

e. Holding other factors constant, the duration of a coupon bond is higher when the bonds yield to maturity is higher