bond behavior Wiley mock question

CFA Level II Fixed Income
#1

“Statement 3: The value of an option-free bond can be positively related to changes in certain short-term par rates if its coupon rate is greater than the market interest rate”

In the answer, this statement is said to be incorrect because “Key rate durations can sometimes be negative (indicating a positive relationship between par rate and bond values) at maturity points that are shorter than the maturity of an option-free bond if the bond has a very low coupon rate or is a zero-coupon bond.”

can someone explain this? im not getting it

thanks

#2

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#3

ill check that out, thanks