问题如下：
Daasvand asks Perreaux to analyze immunization approaches to liability-based mandates for a meeting with Villash Foundation. Villash Foundation is a tax-exempt client. Prior to the meeting, Perreaux identifies what she considers to be two key features of a cash flow–matching approach.
Feature 1：It requires no yield curve assumptions.
Feature 2：Cash flows come from coupons and liquidating bond portfolio positions.
Is Perreaux correct with respect to key features of cash flow matching?
选项：
A.Yes.
No, only Feature 1 is correct.
No, only Feature 2 is correct
解释：
B is correct.
Cash flow matching has no yield curve or interest rate assumptions. With this immunization approach, cash flows come from coupon and principal repayments that are expected to match and offset liability cash flows. Because bond cash inflows are scheduled to coincide with liability cash payouts, there is no need for reinvestment of cash flows. Thus, cash flow matching is not affected by interest rate movements. Cash flows coming from coupons and liquidating bond portfolio positions is a key feature of a duration-matching approach.
Feature 2：Cash flows come from coupons and liquidating bond portfolio positions.
请问Feature不是cash flow matching特性吗？
