Capacitors have an equivalent reactance of 1/jwC (ohms) where w is the angular frequency of the AC signal and C is the capacitance. As the frequency of the signal across the capacitor increases, the capacitor reactance approaches 0 (capacitor acts like a short circuit). As the frequency of the signal across the capacitor decreases, the capacitor reactance approaches infinity (capacitor acts like an open circuit). So, if you have a high frequency signal (like a step input) the capacitor will momentarily act like a short.
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