15. Consider a 5-year zero-coupon bond with a face value of 100. The 5-year spot rate is 6% p.a. nominal. Assume that dollar duration, Macaulay Duration and Modified Duration are expressed as positive numbers. Assuming semi-annual compounding and based on the concept of duration, which statement below is incorrect? A. The bond has dollar duration of 361.21. B. The bond has a modified duration of 10 years. C. The bond will increase in value by 4.85% if the yield curve shifts downwards by 100 basis points at all maturities. D. The bond will increase in value by 722.42 cents if the yield curve shifts downwards by 200 basis points at all maturities. E. The bond has Macaulay duration of 5 years.