We study linearized gravitational perturbations of extreme black hole solutions of the vacuum Einstein equation in any number of dimensions. We find that the equations governing such perturbations can be decoupled at the future event horizon. Using these equations, we show that the transverse derivatives of certain gauge invariant quantities blow up at late time along the horizon if the black hole solution satisfies certain conditions. We find that these conditions are indeed satisfied by many extreme Myers-Perry solutions, including all such solutions in five dimensions.
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