Tina Cook capped a fine night for Great Britain's eventing team after capturing individual bronze after the showjumping phase of the three-day event in Hong Kong.
Germany's Hinrich Romeike won gold on Marius while Gina Miles of the United States claimed silver on McKinlaigh.
Earlier, Britain's eventing team had also won bronze.
"I can't speak," said an emotional Cook. "It is unbelievable, like a dream come true."
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