According to the PMBOK Guide, when using an agile approach, the project manager needs to embrace change and respond to customer feedback by continuously refining and reprioritizing the product backlog1.
The product backlog is a dynamic list of the product requirements, user stories, and other work items that need to be completed by the project team. By working with the product manager and the rest of the team to update the project backlog, the project manager can incorporate the new feature requested by the customer, and deliver value early and often1. The other options are not appropriate, as they do not reflect the agile mindset and principles. Assessing the impact of the new requirements and initiating the change request process, assessing the impact and communicating the updated product roadmap, and following the change management plan to update the risk register are all possible actions that could be taken in a predictive or waterfall approach, where changes are more controlled and formalized. However, in an agile approach, changes are expected and welcomed, and the project manager should collaborate with the customer and the team to deliver the best possible product2. References:
* 1: PMBOK Guide, 6th edition, page 18
* 2: PMBOK Guide, 6th edition, page 156