MVO and input sensitivity

I got a question wrong

The answer is MVO portfolios are more sensitive to measurement errors in the expected return than to measurement errors in correlation and risk.

But I don’t get why is so?

Because I thought that MVO was sensitive to any changes to the inputs whether it is covariance, risk or expected return, but why is it the above?

Might be a poorly worded question. MVO’s objective is to maximize return at every level of risk.

I would guess that because the main objective is to maximize the return, that a measurement error with expected return of an asset class would have more of an effect.