Which of the following two bonds is more price sensitive to changes in interest rates?(requires calculations)

A. A par value bond, X, with a 5-year-to-maturity and a 10% coupon rate.

B. A zero-coupon bond, Y, with a 5-year-to-maturity and a 10% yield-to-maturity.

C. Bond X because of the higher yield to maturity.

D. Bond X because of the longer time to maturity.

E. Bond Y because of the longer duration.

F. Both have the same sensitivity because both have the same yield to maturity.

G. None of the above