We know that long-term bond prices are more volatile that short-term bond prices given equal coupon rates and bonds with lower coupon rates have greater price volatility than those with high coupon rates. But consider the following bonds:

Bond A:8% Coupon, 8 year term

Bond B:14% Coupon, 10 year term

The price of which bond would fall more if interest rates rise from the current yield to maturity of 8% (hint: calculate the duration for each bond and think about the volatility)?