Answer
Macromolecule with the capability of directing its own replication is the nucleic acid strand (either RNA or DNA).
Work Step by Step
Nucleic acid replication is based on the specific base pairing between complementary nucleotides and hence nucleic acid strands serve as a template directing the replication of nucleotide strands. Both RNA and DNA are capable of serving as a template for replication. However, some RNA molecules have the unique ability to catalyze the polymerization of nucleic acids.