If a bond is selling for a deep discount $($Hint: recall the price$/$yield curve$)$:

a$.$ The slope$/$duration will be very steep; additional capital losses will very likely.

b$.$ The slope$/$duration will be flat; additional capital losses will very likely.

c$.$ The slope$/$duration will be very steep; additional capital losses will not be very likely.

d$.$ The slope$/$duration will be flat; additional capital losses will not be very likely.