In the Evaluation of Bond Portfolio Performance, the Interest Rate

In the evaluation of bond portfolio performance, the interest rate anticipation effect refers to

A) the difference in portfolio duration and index duration.
B) the extra return attributable to acquiring bonds that are temporarily mispriced relative to risk.
C) short-run changes in the portfolio during a specific period.
D) the differential return from changing duration of the portfolio during a specific period.
E) None of these are correct.