Duration measure used in return impact of spread changes calculation

I am under the impression that effective duration is a better measure of duration than modified duration, as it accounts for options. For a straight bond, the two measures result in essentially the same outcome.

Why does KS’s formula for return impact of spread changes use modified duration, not effective duration? Are they interchangeable within this formula, based on the above rule of thumb?

What is the KS’s formula ? Can I find it in CFA L1 curriculum ? Please kindly advise.

Both effective and modified duration can be used for option-free bonds.