Why do I have to reduce the duration of the portfolio when expecting the interest rates to rise?

As I know of, the duration is just a sensitivity of price to changes in interest rates.

so I cannot understand why with my intuition.

In the broadest sense, duration is a measure of the sensitivity of a bond to movements in interest rates. If you are expecting interest rates to increase this will result in the value of bonds held decreasing as there is a negative relationship between the value of a bond and changes in interest rates (resulting in the value of your portfolio decreasing). To mitigate this risk you want to reduce the sensitivity of your portfolio, therefore you would want to reduce the duration.

Obviously the reverse would also be true, in that if you had an expectation that interest rates were likely to decline, you would benefit from increasing the duration of your portfolio.

what a clear reply, thanks a lot!