A customer-managed key can only be configured on an empty data Factory. The data factory can't contain any resources such as linked services, pipelines and data flows. It is recommended to enable customer-managed key right after factory creation.
Note: Azure Data Factory encrypts data at rest, including entity definitions and any data cached while runs are in progress. By default, data is encrypted with a randomly generated Microsoft- managed key that is uniquely assigned to your data factory.
Incorrect Answers:
A, D: Should enable Soft Delete and Do Not Purge on Azure Key Vault.
Using customer-managed keys with Data Factory requires two properties to be set on the Key Vault, Soft Delete and Do Not Purge. These properties can be enabled using either PowerShell or Azure CLI on a new or existing key vault.
Reference:
https://docs.microsoft.com/en-us/azure/data-factory/enable-customer-managed-key