Did you mark your start state with an incoming arrow?
Does each state have an outgoing transition edge for all three actions?
The intent of the question is that the machine keeps running no matter what sequence of commands it gets. So none of the states is marked as an end state. Marking the error state as an end state isn't what the author intended, but it would also be a reasonable design. This is the kind of small issue where you might want to talk to your client if you weren't sure what they really wanted.