Impact of Interest Rate Volatility on Yield Curves

In the context of fixed income markets, interest rate volatility is a critical factor that impacts the pricing and risk assessment of bonds. Consider the following statements regarding the effects of interest rate volatility on the term structure of interest rates:

A) An increase in interest rate volatility generally leads to a flattening of the yield curve.

B) The presence of high interest rate volatility increases the likelihood of significant price changes in long-term bonds, making them riskier compared to short-term bonds.

C) Interest rate volatility has no significant impact on the duration of a bond, as duration is solely influenced by coupon payments and maturity.

Which of the above statements is correct?