No, you don't need to master the material in each guide. Move through the general chapters and spend the time you need on any particular chapter to feel like you generally understand the material, you've learned some things, and you're getting better - even if there's still more to do. Then keep going.
This test rewards "generalists" much more than "specialists" - in other words, it's better to know a little about everything than a lot about one area and nothing about another.
As you lift your level in general, you may go back to older books to continue to push yourself in certain areas. Math is like that - it "builds" and stuff you learn later can help you to better understand another area / something you learned earlier.
By the way, do *some* OG problems for each chapter, but not all of them. Save some for later, both for overall review before you take the exam and for those circumstances where you decide to come back to a particular chapter for some reason.
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