I don't see any part from the Core-reading speaking about spanning instruments in bootstrapping? Assuming the Core-reading has changed or I need to reread my notes, was it okay to approach the question by explaining how to extend LIBOR/Zero Curve from 1-8 years using Eurodollar futures and from 8-30 years using the Swap/Zero rates?
Prior to the 2007 exams, there was just Core Reading written by the profession. This was considered two narrow in focus and so the course was expanded by replacing most of the Core Reading by the two textbooks we now have. So for the 2005 and 2006 exams, you may find some parts of some questions hard to answer based purely on the current core reading - they may require a more practical understanding of the topics covered. Going through the solutions should therefore give you a more practical insight into the subject. For the question you mention, I imagine the precise instruments used wasn't as important as the concept of the spanning instruments being different for different parts of the yield curve.
