Question about treatment of unhedged values in currency futures/option

I.e if we round down the number of contracts, we’re left with a small amount that isn’t hedged, what I got from the lectures/notes was that this is to be ignored, but looking at a few questions from the kaplan book and they seem to treat this differently.

The specific case is this:
https:
Where we would > (Principle / final spot rate) + Premium – Profit on futures,
the book does > Hedged amount + (Not hedged / final spot rate) + Premium

So just to double check, both methods work right? There’s a ~5k difference in the final answer (251,807 for second and 246,330 with the first). Sorry if this has already been answered and I’m just being dum and thank you for your time!