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For an option-free bond, effective duration: a.will be equal to modified duration if the yield curve is absolutely flat. b.measures interest rate risk for both parallel and non-parallel benchmark yield curve shifts. c.is an estimate of the percentage change in bond price given a change in the bond’s yield to maturity. 老师好，能帮忙讲解一下这道题吗为什么只有当yield curve是平行于x轴的时候effective duration才等于modified duration呢？