An intern on the fixed-income trading desk of an investment bank has been asked to assess the relative value of several bonds issued by the same issuer, with the same maturity date, but with different coupon rates. The intern consults a senior trader about appropriate ways to compare the values of the bonds, and the trader explains the implications of the coupon effect. If the term structure of interest rates is upward-sloping and the bonds are correctly priced in the market, which of the following would the trader be correct to state as a result of the coupon effect?