(c) The term structure of interest rates is flat with all spot rates equal to 10%. Consider the following bonds: Bond A: a ten-year 10% coupon bond with a face value of $100. Bond B: a four-year zero coupon bond with a face value of $100. Bond C: a four-year 5% coupon bond with a face value of $100. . . All coupons are paid annually. Using the bond duration concept, explain which bond will experience a smaller percentage price change if the term structure shits upwards by 100 basis points (i.e. to 11%)