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

A$.$understate both the price appreciation when rates fall and the price decline when rates increase.

B$.$overstate both the price appreciation when rates fall and the price decline when rates increase.

C$.$overstate the price appreciation when rates fall and understate the price decline when rates increase.

D$.$understate the price appreciation when rates fall and overstate the price decline when rates increase.