It is a poorly worded question, because how would u know which price to use? You are given 2 prices. It makes no sense. The equation used is standard, and you can use the 60bp duration instead of the 100bp duration because delta is linear.
Perhaps they deliberately give you two price and test you the ability to pick the right price. The answer didn’t address what is the difference. But I go back to the CFI text. They say the following thing. (P.119, vol 4) “To calculate dollar factor exposure of a bond (portfolio), one must know the precise time at which exposure is to be calculated as well as the price/ yield at which to calculate exposure. The relevant point in the life of the bond for calculating exposure is the point at which the HEDGE WILL BE LIFTED. Exposure at any one point is essentially irrelevant, because the goal is to lock in a price or rate only on that particular day.”