Multiple Liability Immunization

For mulitple liability immunization, the CFAI mentions that 

1) The PV of assets must equal PV of liabilties

2) The duration of assets and liabilities must match

3) The distribution of durations for the assets must have a wider range than the liabilities

I do not understand point 3. For example if we used a zero coupon bond, this criterion would not be met - can anyone please shed some light?

Thanks,