Comparing Interest Rate Sensitivity via Duration and Convexity

A fixed income investor is analyzing a bond portfolio that includes bonds with different maturities and coupon rates. The investor is particularly focused on the bond's duration and convexity to assess the interest rate risk of the portfolio.

The investor has identified two bonds: Bond A has a duration of 4.5 years and convexity of 25, while Bond B has a duration of 7 years and convexity of 50. Assuming both bonds are identical in terms of credit quality and yield to maturity, which of the following statements about the interest rate risk associated with these two bonds is correct?