这题答案是不是错了？

NO.PZ202204250100001404问题如下 Wa Sanis asenior investment aiser a private wealth management firm. Sanismentoring a new associate, Roberta Hasting. Hasting reviews three broapproaches to asset allocation anmakes the following statements with respectto investment objectives anrisk concepts: Statement 1: Ingoals-baseapproaches, eagois associatewith cash flows, time horizonsanrisk tolerance. Statement 2: Aliability-heing portfolio ansurplus optimization are both examples ofliability-relative approaches.Statement 3:Asset-only angoals-baseapproaches focus on the asset si of the investor’sbalansheet, cating assets to meet the investor’s goals.Santerminesclient asset allocations using mean-varianoptimization (MVO). He compilesthe expectereturn anstanrviation of returns for three strategic assetallocations for his clients (Exhibit 1).Sanmeets withAshley Tang for her annuinvestment review. Tang is single, 50 years ol anno chilen. She is employea henurse a lochospital. Tangrecently inheritesizable assets from her parents, whiubles her liquissets. Sanuptes Tang’s risk aversion coefficient (λ) to 4, comparetothe previous estimate of 6. Sanuses the following utility function totermine a preferreasset allocation for Tang:Tang also tellsSanthher favorite nephew, Kristopher, sufferea serious injury ringfootball practianis now sable Tang expresses a strong sire to helpwith Kristopher’s future care setting up a specinee trust for hisbenefit with funng to occur upon her retirement in 15 to 20 years. Her othergoals, sulifestyle ancharitable giving, are unchange Sanasks Hastingto summarize Tang’s goals qualitatively shown in Exhibit 2.Sanexplains toTang thhe uses MVO in asset allocation anmakes the following statements:Statement 1:Sources of risk mnot accountefor in MVO. Statement 2:Characteristiof asset class returns, suvariananskewness, are notfully accountefor in MVO. Statement 3:Tools, sureverse optimization, museto aress the tennof MVOto proefficient portfolios thare not well versifie Whiof Sanaa’s statements about the use of MVO in asset allocation is least likely correct? A.Statement 1.B.Statement 2.C.Statement 3. CorreAnswer: BStatement 2 is incorrect. MVO focuses on the meanarianof return, while ignoring skewness ankurtosis. Statements 1 an3 are correct. 请问下A为什么错？没看懂什么意思