For the bond calculation, I get the same answer (63 bond futures) as CFAI but went about it differently than CFAI. Would I get full credit?
My process:

[(6.0  0.0) / 7.7] x (28mm / 103,000) x 1.0 = 211.8; This calculation both increases the allocation and gets to the desired duration in one step.

[(6.0  7.2) / 7.7] x (98mm / 103,000) x 1.0 = 148.3; This calculation decreases the portfolio duration to target on the original allocation.
CFAI first increases the allocation to the original duration and then adjusts that duration. We get to the same overall answer of 63 (or 64 possibly, given rounding) but the mechanics are just slightly different. Any thoughts on this?