MM Mock Exam 3 PM - Question 20 (Options and Effective Duration)

I’m having trouble wrapping my head around how call and put options affect effective duration and going a little crazy trying to find a good explanation in my books. The convexity effects make sense to me. Can someone explain how long/short call/put positions will impact effective duration?

Vaguely remember this stuff being on L2 and maybe even L1…

Long calls and short puts increase duration; think of them as (in essence) purchasing bonds.

Long puts and short calls decrease duration; think of them as (in essence) selling bonds.