Explanation:

Key Rate Duration is the correct answer because it specifically measures the sensitivity of a bond's price to changes in interest rates at specific maturity points along the yield curve. This differs from other duration measures:

1. Key Rate Duration: Measures price sensitivity to changes in specific key rates (e.g., 2-year, 5-year, 10-year rates) along the yield curve. This helps analyze non-parallel shifts in the yield curve.

2. Effective Duration: Measures price sensitivity to changes in the bond's yield to maturity, accounting for embedded options (like call or put options). It's calculated using option-adjusted pricing models.

3. Modified Duration: Measures price sensitivity to changes in yield to maturity for option-free bonds. It's derived from Macaulay duration and assumes a parallel shift in the yield curve.

The question specifically mentions "a change in a specific maturity segment of the benchmark yield curve," which aligns perfectly with the definition of key rate duration.