问题如下：
When it comes to the Macaulay duration of a bond, which of the following is not true?
选项：
A.It is inversely related with the bond's yield-to-maturity.
B.It is usually inversely related with the bond's time-to-maturity.
C.For a zero-coupon bond, its macaulay duration equals to its maturity.
解释：
B is correct.
A bond's Macaulay duration is usually positively related with its time-to-maturity. The longer the time-to-maturity, the higher the Macaulay duration. Zero-coupon bond only has one payment at the time of maturity, thus its Macaulay duration is equal to its time-to-maturity.
老师 A选项怎么解释
