For Large Interest Rate Increases,duration ________ the Fall in Security

Multiple Choice

For large interest rate increases,duration ________ the fall in security prices,and for large interest rate decreases,duration ________ the rise in security prices.

A) overpredicts; overpredicts
B) overpredicts; underpredicts
C) underpredicts; overpredicts
D) underpredicts; underpredicts
E) None of these choices are correct.