Views of yields spreads -- Reading 11 - 2022 book

In reading 11, we are asked on page 259 to find expected change in price based on investors views of yields and the expected change in price due to investors views on yield spreads.

When finding change they use the same equation which does not seem right. They use modified duration in both equations. For the yield spread version, why are we using modified duration?

Is there some instance when modified duration is equal to spread duration where the two equations is same that I’m missing? BB question also uses modified duration for both. Not seem right.

I have not seen the specific book problem but for fixed coupon bonds, the spread duration is approximately equal to the modified duration

Thank you very much. I think that’s what happening here. Must have slipped my mind. Thanks