A compliance officer at a financial institution notices that a customer's transactions frequently involve high-risk jurisdictions. What immediate action should the compliance officer take?

Closing the customer's account is a drastic measure that should not be taken without thorough investigation and understanding of the customer's activities. Immediate account closure could lead to loss of business and may not address the underlying issues or risks presented by the transactions.

Filing a suspicious activity report (SAR) without proper investigation can lead to unnecessary alerts and may not provide accurate insights into the customer's activities. It is essential first to gather relevant information to substantiate any claims of suspicious behavior before escalating the matter through a SAR.

While auditing the entire Anti-Money Laundering (AML) program is important for overall compliance, it is not an immediate response to the specific situation of one customer's transactions. This choice would be a broader response that may not directly address the potential risks associated with the individual customer's activities.