Question: 1) Consider 1-factor parallel yield shift model with a flat structure of forward rates and consider two perpetuities: one with semimanual payments of $1000 and

1) Consider 1-factor parallel yield shift model with a flat structure

1) Consider 1-factor parallel yield shift model with a flat structure of forward rates and consider two perpetuities: one with semimanual payments of $1000 and another with semi-annual payments of $2000. Which perpetuity has higher Duration? A) The perpetuity with semimanual payments of $1000 B) The perpetuity with semimanual payments of $2000 C) The Durations of these two perpetuities are the same

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