Why is modified duration and convexity can't be used for bonds with embedded options while effective duration and convexity can

CFA Level II Fixed Income
#1

Why is modified duration and convexity can’t be used for bonds with embedded options while effective duration and convexity can be used?

#2

Modified duration and modified convexity assume that the bond’s cash flows won’t change when the YTM changes; effective duration and effective convexity allow that the cash flows might change when the YTM changes.