老师能举例介绍下A和B选项不？有点靠不太懂解析。感激！
题目：
Which of the following statements about ESG portfolio optimization is most accurate?
A
ESG portfolio optimization via constraints applies a fixed decision on specific securities
B
Portfolios that optimize for a combination of ESG absolute data and subjective rankings minimize active risk to achieve both targets
C
正确Optimizations with a targeted ESG exposure that requires tighter constraints may result in an increase in deviation from an optimal portfolio
解析：
A is incorrect because "ESG optimisation via constraints distinguishes itself from exclusionary screening in that it does not apply a fixed decision on specific securities. Rather, it is organising the securities by their individual ESG profile to solve a specific ESG optimisation at the overall portfolio level not on specific securities".
B is incorrect because "not surprisingly, portfolios that optimize for multiple factors – particularly a combination of absolute data and subjective rankings – may have to accept higher not lower active risk to achieve both targets."
