Suppose that you use duration to approximate the changes in bond price. When interest rate goes up, the absolute value of the duration approximation is _ than the absolute vale of actual bond price changes. When interest rate goes down, the absolute value of duration approximation is _ than the absolute value of actual bond price changes. (Hint: the graphic representation of duration) A larger, smaller OB. Smaller, smaller Oc Smaller, larger OD. larger, larger