The VSI is intentionally designed to present the climb or descent rate averaged over about seven seconds, while the altimeter is designed to have as little lag as possible. Except for in gliders where the altimeter may stick due to the lack of vibration, the altimeter will actually indicate a climb or descent sooner than the vertical speed indicator. However, what you really want to know as a guide to whether you are holding the proper pitch attitude for the power setting, is the vertical speed over the long term, i.e. over a time-scale of a minute or more. Since the change in altitude represents the vertical speed integrated over time, the altimeter is superior to the VSI for this purpose, just as it is superior for indicating the very start of a climb or descent. Plus, in a situation where you are trying to hold a specific cruising altitude, the altimeter has the added benefit of letting you know when you've successfully remediated an unwanted change in altitude, regardless of whether it was caused by an updraft or downdraft, or by a slight error in the pilot's choice of pitch attitude in relation to the power setting.
Of course your primary pitch reference, that you are checking almost constantly, is either the view of the aircraft's nose relative to the horizon, or the attitude indicator. The lack of "attitude indicator" on the list of possible answers suggests that this question was asked in the context of flight in visual meteorological conditions-- or, less plausibly, in the context of "partial panel" flying with no functioning attitude indicator.
Clearly, the original question was only intended to apply to the case where the pilot's goal is to fly horizontally, and he or she
is attempting to make the control inputs that are needed to accomplish this, rather than to climb or descend at a constant rate, or execute some other maneuver. Otherwise, the suggested answer is clearly wrong. That's the joy of this sort of multiple-choice question-- often it seems that it was deemed too expensive to expend the amount of ink (or bits) that would be needed to really constrain the problem enough to make the suggested answer actually be the most correct one. Don't sweat it, just "go with the flow" and try to figure out what the take-away lesson is supposed to be.
Here's a bit of "forbidden knowledge"-- trying to maintain an exactly constant altitude over the short term by instantly correcting for every updraft and downdraft is actually less efficient than keeping the airspeed and pitch attitude closer to constant. This is addressed in the last paragraph of this related ASE answer. However, traffic and airspace considerations sometimes make the latter style of flying impractical.