Consider a 1-factor parallel yield shift model with a flat structure of interest rates and consider two perpetuities: perpetuity AAA with semimanual payments of $50 and perpetuity BBB with semi-annual payments of $100. What can you say about the Duration of these perpetuities?

A) Duration of AAA is 2 times larger than Duration of BBB

B) Duration of AAA is larger than Duration of BBB but not necessary by 2 times

C) Duration of BBB is 2 times larger than Duration of AAA

D) Duration of BBB is larger than Duration of AAA but not necessary by 2 times

E) The Durations of these two perpetuities are the same