If the chosen maturity buckets have a time period that is too long, the repricing model may produce inaccurate results because

A$.$

price changes will be overestimated.

B$.$

as the time to maturity increases, the price volatility increases.

C$.$

the FI will be unable to accurately measure the quantity of rate$-$sensitive liabilities.

D$.$

there may be large differentials in the time to repricing for different securities within each maturity bucket.