Multiple strike prices + traded options

Hi, in the lectures for Ch 19 you said that if there’s multiple strike prices, to show the working for each (if time allows).

I did the BPP question Keshi.

I ended up with effective rate of 4.6% if interest rates fell by 0.5% (as per qu) and 5.08% if they increased by 0.5%. For strike price 96

And effective rate of 4.36% if interest rates fell by 0.5% and 5.34% if they increased by 0.5%. For strike price 95.5

1) However the model answer only did 95.5, and didnt state why they chose to only do that one. Not sure if I am missing something

2) We were also asked to make a recommendation. As one of the hedges is better if rates fall, and the other is better if they increase, presumably we could recommend either as long as we justify? Is that correct?

Thanks