Which one of the following statements is correct regarding interest rate risk?

A 3-year, 2 percent coupon bond has more interest rate risk than a 5-year, 2 percent coupon bond.

A 10-year zero coupon bond has more interest rate risk than a 10-year coupon bond.

A 6-year, 9 percent coupon bond has more interest rate risk than a 6-year, 5 percent coupon bond.

or

A 7-year zero coupon bond has more interest rate risk than a 10-year zero coupon bond.