Qbank systematic bias question (#92687) index, investment, management, desirable

hassan

Consider the following relationships:
A = P – B
S = B – M
where:
A = the management’s active management decisions
P = the investment manager’s portfolio return
B = the benchmark return
S = the manager’s investment style
M = the market index
In the context of systematic bias which of the following outcomes is most desirable:
A) A manager’s active decisions should be positively correlated with the manager’s investment style.
B) A manager’s active decisions should be negatively correlated with the manager’s investment style.
C) A manager’s active decisions should be uncorrelated with the manager’s investment style.
Your answer: A was incorrect. The correct answer was C) A manager’s active decisions should be uncorrelated with the manager’s investment style.
A manager’s active decisions should be uncorrelated with the manager’s investment style.
Any clue why?? I thought it’s A…

Bulla564

I beleive A would imply that the manager’s active return vs broad market would be largely the result of his style and not his active stock picking within the style.