EOC Q 4 Reading 41 Risk Management Forwards/Futures

I did the problem differently from the book. Book calculates needed futures contracts to convert the equity position to cash. Then calculates needed futures contracts to conert cash to new equities equivalent ( beta,allocation changed). I did it another way: Calculate needed futures contracts for new allocation to equities. Then calculate needed futures contracts to change existing equity position beta to new one Same with bonds , substitute beta with duration in above. Of course I get exactly the same answer as book. Will the CFA penalize the method I used in a morning question? Particularly if I get a wrong fat fingered answer?