Isn't it the female penguin who lays eggs? Why was "her egg. . .her feet" marked wrong? (I understand the males share the work too.)
The female penguin lays a single egg that is incubated exclusively by the male. The male holds it on its legs covering it with a kind of fold that it has in the lower part of its abdomen.
Still this is not a biology study. If her egg and her feet is grammatically ok, it should not be marked wrong.