A three-year bond A and ten-year bond B are traded at the same price with the same yield-to-maturity. If their yields change by the same negligible amount (i.e., the change is very tiny and almost close to zero), bond A will experience a relatively larger price change. Which of the following statements is correct? Select one: A. Bond A has a higher duration due to its higher price sensitivity to yield change. B. Bond A has a higher duration due to its lower maturity. C. Bond B has a higher duration due to its lower price sensitivity to yield change. D. Bond B has a higher duration due to its higher maturity. E. There is no sufficient information to tell