Flatter yield curve and duration

Hi all,

Silly question.

Say, if we expect a yield curve to become flatter (aka, the short end yield will increase more than long end yield).

So my understanding is in flatter yield curve situation, the value of short term bonds will drop more than long term bonds because the yield used to discount the cash flows gets bigger for shot term relative to long term. Is that correct?

Then I’m confused on duration, which says longer term bonds have longer duration. And the rule of thumb is 1 year of duration corresponds 1% of opposite movement. Then a bond with duration of 7 should be more prone to interest rate than a bond with duration of 1.

So are short term bonds more sensitive to change in interest rate/yield or long term bonds?

Thanks for help.

can anyone can help. thanks