You are supposed to write a report and provide your code due to this graph

duration I noturity 50 40 Zero-coupon 30 Duration (years) 0.3% 20 590 D=11 10 0 0 10% 75 159 1 1 1 10 20 30 40 50 60 70 Maturity (years) 1 80 1 90 1 100 110 Figure 3: Duration of a bond as a function of its maturity for various coupon rates (i = 10%). . The duration decrease with increasing coupon rate. The figure is consistent with the previous analysis on the relationship between duration and maturity. When coupon rate is less than i, the numerator may change sign at T* where T*(i - 8) =1+i. duration I noturity 50 40 Zero-coupon 30 Duration (years) 0.3% 20 590 D=11 10 0 0 10% 75 159 1 1 1 10 20 30 40 50 60 70 Maturity (years) 1 80 1 90 1 100 110 Figure 3: Duration of a bond as a function of its maturity for various coupon rates (i = 10%). . The duration decrease with increasing coupon rate. The figure is consistent with the previous analysis on the relationship between duration and maturity. When coupon rate is less than i, the numerator may change sign at T* where T*(i - 8) =1+i