Which of the following statements is false?

A. The higher the convexity of a bond (in absolute terms) the more inaccurate its duration is as a measure of interest rate sensitivity.

B. A zero coupon bond with a longer maturity is more sensitive to changes in the interest rate than a shorter maturity zero coupon bond.

C. Bonds with higher coupon rates, all else being equal, have lower durations.

D. Bonds with shorter maturities, all else being equal, have higher durations.