Explain why a plumb bob will not hang exactly in the direction of the Earth's gravitational attraction (toward the center of the Earth) at most latitudes.

The plumb bob will point exactly in the direction of Earth’s gravitational attraction if the bob is in horizontal equilibrium. However the rotation of Earth and the inertia of the bob avoid maintaining the equilibrium because the inertia want to keep the bob in the same state of motion, while the Earth want to move the bob in the direction of rotation.
It is important to note that the angle of deflection of the bob is very small, and can be seen if the mass of the bob is very large.