Explanation/Reference:
It would be correct to select the first answer if the world "security" was not in the question.
Source: TIPTON, Hal, (ISC)2, Introduction to the CISSP Exam presentation.

Section: Risk, Response and Recovery
Explanation/Reference:
Controls are implemented to mitigate risk and reduce the potential for loss. Preventive controls are put in place to inhibit harmful occurrences; detective controls are established to discover harmful occurrences; corrective controls are used to restore systems that are victims of harmful attacks.
It is not feasible and possible to eliminate all risks and the potential for loss as risk/threats are constantly changing.
Source: KRUTZ, Ronald L. & VINES, Russel D., The CISSP Prep Guide: Mastering the Ten Domains of Computer Security, 2001, John Wiley & Sons, Page 32.

Section: Access Control
Explanation/Reference:
A major concern with Single Sign-On (SSO) is that if a user's ID and password are compromised, the intruder would have access to all the systems that the user was authorized for.
The following answers are incorrect:
The security administrator's workload would increase. Is incorrect because the security administrator's workload would decrease and not increase. The admin would not be responsible for maintaining multiple user accounts just the one.
The users' password would be too hard to remember. Is incorrect because the users would have less passwords to remember.
User access rights would be increased. Is incorrect because the user access rights would not be any different than if they had to log into systems manually.