Question: Multiple Choice: Which Treasury bond would have the highest duration? 10 years until maturity, 6% coupon, 5% yield 10 years until maturity. 5% coupon, 5%

Multiple Choice: Which Treasury bond would have the highest duration? 10 years until maturity, 6% coupon, 5% yield 10 years until maturity. 5% coupon, 5% yield 10 years until maturity, 4% coupon, 4% yield 10 years until maturity, 4% coupon, 5% yield 10 years until maturity. 5% coupon, 4% yield

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