Spread change wipes out yield income interest, question, because, numbers, problem

pawn

CFAI Bk 4 Reading 30 EOC pg 149 problem 8.

US and German bond spread of 300 bps.

Gives German investors a quarterly income of 75 bps.

German bonds duration is 8.3.

The problem asks what change in German interest rates will wipe out their income.

The answer , and I knew how to calculate this because there is a blue section with same numbers , is 75/8.3 = 9.04 bps

My question is why do they use quarterly yield and calculate a change in rates based on quarterly numbers to calculate a spread change

I'm sure my understanding is wrong , but something seems amiss to me