The answers for this chapter seems to be irregular. For some questions the answer is "11 am" and "11 in the morning" does not work, whereas here it is the other way around and "3 am" is not accepted as a correct answer.
Please report it next time you encounter it using the little flag icon so the course developers can add it during this beta phase.
I think its doesnt 새벽 doesn't directly translate to am. 새벽 is after midnight
While not technically incorrect, "3 o'clock AM" is a little uncommon in English. Most people typically either say "3 o'clock in the morning" or "3AM".