Which one of the following statements is correct concerning Maculay duration?

A. The duration of a zero coupon bond is equal to one plus the time to maturity.

B. Duration of 20 to 25 years are quite common.

C. The duration of a coupon bond is less than that of a zero coupon bond given equal maturity dates.

D. The duration of a coupon bond is a linear function between the time to maturity and the duration.