Which of the Following Bonds Has the Greatest Interest Rate

Multiple Choice

Which of the following bonds has the greatest interest rate price risk?

A) A 10-year, $1,000 face value, zero coupon bond.
B) A 10-year, $1,000 face value, 10% coupon bond with annual interest payments.
C) All 10-year bonds have the same price risk since they have the same maturity.
D) A 10-year, $1,000 face value, 10% coupon bond with semiannual interest payments.