Which one of the following bonds is the most sensitive to interest rate risk? 1-year; 10 percent coupon 1-year; zero coupon 30-year; 10 percent coupon 30-year; zero coupon QUESTION 15 The table below exhibits a distribution of dollar returns for Franchise X : The expected return for Franchise X is $ million. 20.2 24.5 30.1 35.6 40.2