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two questions about interest rate immunization

Why structure risk is reduced by minimizing the dispersion of the bond positions?

Why , if the yield curve shift is upward (or downward) and parallel (or steepening, or flattening), the change in the bond portfolio’s cash flow yield will equal the change in yield to maturity of the zero coupon bond?

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Structural risk is the risk that when yield curve twists and non parallel shifts leads to changes in yield that does not match zero coupon bond to ensue perfect immunization. Remember here we are immunizing six year horizon. So any barbell portfolio has a risk of changing yields and therefor value of the bonds not in line with zero coupon bond (perfect immunization). While the bullet portfolio’s change will be more in line with zero’s change because of less dispersion.