If the Bond Market Undergoes a Large Change in Yield

If the bond market undergoes a large change in yield (for example, more than 100 basis points) , then a bond's duration will

A) overstate both the price appreciation when rates fall and the price decline when rates increase.
B) overstate the price appreciation when rates fall and understate the price decline when rates increase.
C) understate the price appreciation when rates fall and overstate the price decline when rates increase.
D) understate both the price appreciation when rates fall and the price decline when rates increase.