Bond A pays 12 percent annual coupon on a face value of $1,000 and has a maturity of 20 years. Bond B pays 3 percent annual coupon on a face value of $1,000 and has a maturity of 20 years. On the same diagram, plot the market prices of the bonds as a function of the prevailing yield to maturity. What does it tell about the bond interest rate risk and coupon rate?