Assume a zero coupon bond has duration = 12 years and a 30 year bond has an 10% coupon and a duration =12 years. Assume further that the yields on both bonds are the same and then change by the identical small amount. Then, the magnitude of the % price change of the 30 year bond will be approximately: A. Not enough information to determine B. Equal to the % price change of the zero C. Greater than the % price change of the zero D. Less than the % price change of the zero