If we assume there is no change in interest rates, the duration of a coupon bond

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Duration measures the sensitivity of a bond's price to changes in interest rates and also represents the weighted average time to receive the bond's cash flows. As time passes and a bond gets closer to its maturity, its duration decreases because there are fewer cash flows remaining to be discounted. However, this decrease in duration happens more slowly than the decrease in the bond's term to maturity because the payments are spread out over time, and the weight of the final principal payment in the duration calculation decreases gradually.

If We Assume There Is No Change in Interest Rates