Can u help me with my homework: Question $2$

You want to invest in a bond holding it until maturity, which is ten years from today. You aim at

maximizing the return from the investment. You expect interest rates not to change in the future. The

term structure is upward sloping. You have to decide between two bonds, A and B$,$ issued by the same

entity, both with ten years to maturity, and same credit risk. There is no arbitrage. The only difference

is that bond A pays a high coupon rate while bond B pays a low coupon rate. Which bond do you buy?

A$.$ High coupon rate $($Bond A$)$

B$.$ Low coupon rate $($Bond B$)$

C$.$ Indifferent

D$.$ Cannot tell, as it depends on the relative prices of these bonds

E$.$ Cannot tell, as it depends on other variables other than their relative prices