原版书Credit Spread Curve Strategy中Example29没看懂

题目如下：

Synthetic Credit Strategies: Economic Slowdown Scenario

As in the prior example, an active fixed-income manager anticipates an economic slowdown in the next year with a greater adverse impact on lower-rated issuers. The manager chooses a tactical CDX (credit default swap index) strategy combining positions in investment-grade and high-yield CDX contracts to capitalize on this view. The current market information for investment-grade and high-yield CDX contracts is as follows:

Assume that both CDX contracts have a $10,000,000 notional with premiums paid annually, and that the EffSpreadDur_CDS for the CDX IG and CDX HY contracts in one year are 3.78 and 3.76, respectively.

1. Describe the appropriate tactical CDX strategy, and calculate the one-year return assuming no change in credit spread levels.
2. Calculate the one-year return on the tactical CDX strategy under an economic downturn scenario in which investment-grade credit spreads rise by 50% and high-yield credit spreads double

问题：原版书中给的solution有一处看不懂：

CDS prices are estimated by multiplying EffSpreadDurCDS by the spread difference from the standard rates of 1% and 5% 我不明白为什么是这样算的。1%和5%是怎么来的题干里没有给呀