Plesae mark the only INCORRECT statement about Malkiel's five duration rules: a. Holding the coupon rate C constant, a bond's duration generally rises with its time to maturity b. holding other factors constant, the duration D of a coupon bond is LOWER than when the bond's yield to maturity is higher c. A perpetual bond trading at a YTM of 5% has a higher duration than a US Treasury zero coupon bond of 20 years d. Holding maturity constant, a bond's duration D is lower when the coupon rate C is lower