It's there, technically, because the risk report (communicated at whatever interval is outlined in the communication plan) will show overall project risk. But that overall project risk is the current level of triggered risks, not something you produce as a statistic on your first pass through the risk planning processes.
The key to passing the PMP exam is to get a sense of the context of the question. The question is clearly about the project team doing a lot of risk identification (33) and other extremely detailed risk analysis without including any expert. PMBOK (423), "Risks can be assessed in interviews or meetings with participants selected for their familiarity with the types of risk recorded in the risk register. Project team members and knowledgeable persons external to the project are included". Other tools to gather risks are meetings, interviews, risk workshops, etc.
Candidates that don't do well on the exam tend to poorly analyze the question. They say read the question carefully. Actually, you need to understand the context of the question carefully. Get a sense of where it is going. It's kind of like those "what's different in this picture" game. You need to step into the question as see yourself as the PM.
When you pick Answer C, you are not analyzing the question carefully, but merely picking out an answer that makes sense to you. You need to pick the answer that best fits the context.
I think it's like those "magic eye" puzzles, once you see how to do it, these questions become much easier.
Hope this helps.