NO.PZ2015121801000114
问题如下：
Portfolio managers, who are maximizing risk-adjusted returns, will seek to invest less in securities with:
选项：
A.
lower values for nonsystematic variance.
B.
values of nonsystematic variance equal to 0.
C.
higher values for nonsystematic variance.
解释：
C is correct.
Since managers are concerned with maximizing risk-adjusted returns, securities with greater nonsystematic risk should be given less weight in the portfolio.
如果按照M2，市场总体方差一致的情况下，标的资产方差越小，预期回报率越高，所以要减少回报率大的的资产配置，对么？
