impact of coupon and maturity on interest rate risk

Schweser Book 5 p24: “if two bonds are identical except for maturity, the one with the olonger maturity has the greater duration.” “for two otherwise identical bonds, the one with the higher coupon rate has the lower duration.” why?

The simple explanation is that duration measure the weighted average maturity of the cash flows you will receive. The biggest cash flow is obviously when you get your principal back. So when the maturity of a bond is longer, it takes a longer time to get that big cash flow at the end, thus a higher duration. For a higher coupon, you are getting more cash flow earlier than a lesser coupon bond. Since you are getting more cash earlier, the duration will be lower. Hopefully this simplistic explanation helps.