If there is 6-year bond whose coupon rate is continuously adjusted to equal to its yield to maturity, which one below is closest to the bond's duration? Hint: A bond with coupon rate equal to the yield to maturity will be priced at its face value, i.e., it is a par-value bond as we learnt in lecture 1. O A. O year O B. There is no sufficient information to get the answer. C. 6.00 years OD 5.75 years O E. 5.50 years