Can u help with my homework: Question $5$

Two bonds have same characteristics such as issuer, time to maturity, and risk. The only difference is

that bond A pays a $10\%$ coupon rate while bond B pays a $1\%$ coupon rate. You want to maximize the

average return from your bond investment and plan to hold the bond until maturity. Assume that

interest rates will not change and the term structure is upward sloping. Which bond do you prefer?

A$.$ Bond A

B$.$ Bond B

C$.$ Indifferent, because of no arbitrage

D$.$ Cannot tell a priori without knowing the future dynamics of interest rates

E$.$ Cannot tell a priori because of other reasons