Key rate duration (zero coupon bond)

I came a cross one things regarding Key rate duration (seeing it will come up in Level 3 good to understand more deepely)

But one thing I do not understand at all (one I can go over it I will be able to understand the rest)

CFA Curriculum Page 349.

Why zero coupon bond (let us say 10 year maturity) 2 year key rate is negative.If only 2 year yield will change and nothing else (not even the 10 year) why at maturity the face value will change.

Zero coupon price is 67.2USD which come up with present value of 10 year face value.Why it is going to change?

Thank you very much your help.

A zero coupon bond is issued at a discount and does not pay coupon payments and instead pays one lump sum at maturity. To find the zero coupon bond’s value at its original price, the yield would be used in the formula.

After the zero coupon bond is issued, the value may fluctuate as the current interest rates of the market may change.