这道题看不明白，有告知一下相关讲义内容吗？

问题如下：

Adams states, “Generally when we evaluate similar situations, we will use a passive, as opposed to an active, management strategy for the fixed-income portfolio, which means the risk of measurement error will be greater than asset liquidity risk.”

Is Adams most likely correct in her assessment of measurement error? (2019 mock AM)

选项：

A.Yes B.No, because passive management would preclude measurement error C.No, because asset liquidity risk is greater than the risk of measurement error

解释：

Correct Answer: A

Measurement error for Asset BPV can arise even in the classic passive immunization strategy for Type I cash flows, which have set amounts and dates. Asset liquidity can become a risk factor in strategies that add active investing to otherwise passive fixed-income portfolios and would not be applicable here.