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Question on VWAP

in the book, it says that VWAP ”Works best for comparing smaller trades in nontrending markets”

However, in the 2008 paper, question 8B, security CHA is chosen despite the fact that intraday trading volume pattern is higher at the end of the day- wouldn’t that indicate a trending market and thus deem VWAP unsuitable? 

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I don’t think I’d classify a stock trading higher at close as a trending market. They’re referring to a market or stock with high volatility. (Anybody watch BYND IPO? - that’s a trending & volatile stock). 

There’s nothing in the vignette to indicate high volatility and you can reach this answer by process of elimination on the others.