I think you need to ...only because all subsidairy plans are part of PMP and PMP is baselined, so any change to PMP should be done through Change control....

whats the right answer?

 Yes, you will have to rebaseline the PM Plan

19 Process out of 47 generates output called "Project Management Plan Updates" , and Manage Communications and Control Communications are two of them , Manage Communication does not generate output called "Change Request" 

PMBOK 5 , Page 302 

"10.2.3.2 Project Management Plan Updates

The project management plan provides information on project baselines, comunications management, and stakeholder management. Each of these areas may require updates based upon the current performance of the project against the performance measurement baseline (PMB). The performance measurement baseline is an approved plan for the project work to which the project execution is compared, and deviations are measured for management control. The performance measurement baseline typically integrates scope, schedule, and cost parameters of a project, but may also include technical and quality parameters. "

It depend how you have defined your change management plan, you define what level of changes can be done without change request and what all needs change requests.

While taking exam, if the background situation is not detailed out... better to select the option (if available) where you can raise change request first. 

All changes require a formal approval. So yes.