grammar - Is it correct to write: "She told her to phone him the morning of the next day."

Is it grammatically correct to leave out in and write "She told her to phone him the morning of the next day" instead of "She told her to phone him in the morning of the next day"?

If not, why not, and does that rule have a name?

My English teacher (not a native English speaker) tells me it is wrong and that in must be in that sentence, but I don't get why.
The task was to transform

Mrs. X: "Phone me tomorrow afternoon."

from direct into indirect speech. My answer was

Mrs X. told her to phone her the afternoon of the following day.