In my many trials and tribulations, I have always found longer interconnects and shorter speaker cables sounded the best. I think I have always read that too. YMMV
It is intimidating, and possibly expensive. How long are we talking about? You CD player is single ended (not balanced) and might have issues with powering the longer cables to your integrated. My first guess on this is try to longer speaker cables unless you are thinking more than 15'/5m.
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