Dollar duration of a fixed$-$income security is defined as

A$.$

The market price of a security following a one$-$percent change in the return on the security.

B$.$

the dollar value change in the price of a security to a one$-$percent change in the return on the security.

C$.$

Macaulay$$s duration divided by one plus the interest rate times the market price of the security.

D$.$

the dollar value change in the price of a security to a change in the Macaulay$$s duration of the security.