Can every context free language written as a intersection of another context free language and a regular language?
The question in the title of your contribution "Can every context free language written as a intersection of another context free language and a regular language?" is the one you answer above, by taking $P=L$ and $R=\Sigma^*$.

However that is not the question you quote from your test: "If $L$ is a context free language, then there exists a language $P$ that is generated by a pure context-free grammar and a regular language $R$ so that $L=P\cap R$." This additionally requires $P$ to be pure context-free, that is, generated by a grammar that has no dictinction between terminals and nonterminals.

Let $G$ be a context-free grammar with alphabet $\Sigma$ (terminals and nonterminals) and terminal alphabet $\Delta$. As an ordinary context-free grammar the language of $G$ equals $L(G) = \{ w\in \Delta^* \mid S\Rightarrow^* w\}$. Interpreted as pure grammar it cannot "see" terminals and the language is $P(G) = \{ w\in \Sigma^* \mid S\Rightarrow^* w\}$. Or, $L(G) = P(G) \cap \Delta^*$, which gives the answer to your final exam.
The elements in $P(G)$ are usually called sentential forms.