Question: Consider a 1-factor parallel yield shift model with a flat structure of interest rates and consider two bonds with the same maturity time T but

Consider a 1-factor parallel yield shift model with a flat structure of interest rates and consider two bonds with the same maturity time T but with different coupon rates. Which bond has a higher duration?

A) The bond with a lower coupon rate

B) The bond with a higher coupon rate

C) The Durations of these two bonds are the same

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