yield curve change- Schwe. V2 page 288 second aftern. Q47

Schweser V2 page 288 second afternoon exam Q47, for non-parallel yield curve shift, we can’t hedge by PV(asset)=PV(liability), Duration(asset)=Duration(liability) by zero-coupon bond, we should use two bond hedge, why answer

Choose concentrate cash flow around the horizon date to mitigate non-parallel shift risk? My zero coupon bond already cash flow match the horizon, but if it is non-parallel shift, we can’t use one bond, isn’t it?