问题如下：
The limitation of the approach requested for Analysis 1 is that it:
选项：
A. omits asset correlations.
B. precludes incorporating portfolio manager actions.
C. assumes no deviation from historical market events.
解释：
C is correct. Ming suggested in Analysis 1 to use a historical scenario that measures the hypothetical portfolio return that would result from a repeat of a particular period of financial market history. Historical scenarios are complementary to VaR but are not going to happen in exactly the same way again, and they require additional measures to overcome the shortcomings of the VaR.
请问三个选项分别是什么意思？答案的解析没看懂。
