Consider 2 bonds, assuming annual interest rate (ie. annual coupon compounding frequency): 1. A zero coupon bond A. It has 2.5 years to maturity and 12% yield to maturity. II. A par value bond B. It has 3 years to maturity and 15% coupon rate. Which is correct about the bonds' price sensitivity to interest rate changes? a. Bond A is more price sensitive than bond B. b. Bond B is more price sensitive than bond A. c. Bond A and bond B have the same price sensitivity. d. There is not enough information to determine price sensitivity