A yield curve is on a graph with interest rates on the vertical axis and maturities on the horizontal axis. A parallel shift of a yield curve means the spread between the interest rates or the “yield spreads” have not changed. The other possible choices to answer the question would change. By definition, the yields to maturity have changed. Since duration changes with changes in yield, all the durations would change.

A twist refers to yield curve changes when the slope becomes either flatter or steeper. A negative butterfly means that the yield curve has become more curved.

The slope of the yield curve never changes following a parallel shift.