Carl, there doesn't appear to a good reason to make this more complicated or expensive. Regardless of what Cobalt said there's no appreciable "signal degradation" that'll occur over a few inches of wire and no need to be concerned about the "quality" of the cable. If you get the filters from Parts Express, the simplest and least expensive option for cable-type splitters, if you prefer that, would probably be to also get a couple of these from them.

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Enjoy the music, not the equipment.