Could we say "It comes between February and December"?

[Watie]

English Grammar Tests, Elementary Level

ESL/EFL Test #154 "Months of the Year (Solar Calendar)", question 1

......... is the first month of the year. This is a winter month in the northern hemisphere. It comes before February and after December.

(a) March
(b) November
(c) January
(d) June

English Grammar Tests, Elementary Level

ESL/EFL Test #154 "Months of the Year (Solar Calendar)", answer 1

January is the first month of the year. This is a winter month in the northern hemisphere. It comes before February and after December.

Correct answer: (c) January

Your answer was: correct
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Could we say "It comes between February and December"? If it's wrong, why?

[Mister Micawber]

That's OK.
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Native English teacher at Mister Micawber's