It happens in an imperial palace, once you get one it changes your bodyguards. It said it in the descriptons for imeprial palaces (or highest city building) but it didn't take effect.
IT's CA-VAL-RY! there's no "l" in front of the "v"!
And it's PRINCIPES, or PRINCEPS(s), HASTATI, HASTATUS(s), TRIARII, or TRIARIUS(s).