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The bond price volatility will be greatest for which one of the following vanilla bonds, all trading at a 7 per cent yield to maturity?

The bond price volatility will be greatest for which one of the following vanilla bonds, all trading at a 7 per cent yield to maturity?
(a) Coupon rate of 11 per cent and term to maturity of nine years
(b) Coupon rate of 10 per cent and term to maturity of 10 years
(c) Coupon rate of 9 per cent and term to maturity of eight years
(d) Coupon rate of 8 per cent and term to maturity of 11 years
(e) None of the above

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