Question 6: Using similar concepts on call on a stock, one can consider buying a 3-month call on a 10-Y Treasury bond. Which of the following is/are true? 1. When the interest rate increases, the underlying 10-Y Treasury Bond price will decrease. 2. When the interest rate increase, the value of the call on the bond will decrease. 3. The delta of the call is the same as the duration of the bond. A. Only 1 B. Only 2 C. 1 and 2 D. 2 and 3 E. All of theme