Multiple choice questions don't have much time only need the answers! please help! will upvote

1) Consider a 1-factor parallel yield shift model with a flat structure of interest rates. Is it true that a Duration of a perpetuity is always higher than the duration of any zero-coupon bond?

A) True B) False

2) Consider a 1-factor parallel yield shift model with a flat structure of interest rates y. How the increase in y affects the Duration of zero-coupon bonds?

A) Increase

B) Decrease

C) Has no effect

3) 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

4) 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