Errors in items A and B, the conversion coefficient is related to the deliverable national debt coupon rate, and the remaining term is related to the interest payment frequency.

C and d are correct. Coupon rate of deliverable national debt is higher than coupon rate of national debt futures contract, and the conversion coefficient is greater than1; Coupon rate of deliverable national debt is equal to coupon rate of the target of national debt futures contract, and the conversion coefficient is equal to1; Coupon rate of deliverable national debt is lower than coupon rate of national debt futures contract, and the conversion coefficient is less than 1.