algorithm trading-Schweser V2 p. 289 second aftern.exam Q54,

Schweser V2 page 289 second afternoon exam Q54, It says by algorithm trading,

We may sell those liquidity assets first, but this is nothing to do with over-concentrating , for example, JPMorgan, BP, IBM are all blue chip ,liquid and in different industry, algorithm trading can buy these at higer priority, this will have no issue of over-concentrating, isn’t it?