解析有点不理解

问题如下：

A portfolio manager wants to invest a small amount of new money that has recently come into a fund. The fund is benchmarked to an index and, rather than adding a new holding, the manager is considering increasing the holdings of one of the four assets described in the following table:

The portfolio manager wants to select the asset that has the lowest marginal VaR as long as its Treynor ratio is at least 0.1. Assuming the risk free rate is 2%, which asset should the portfolio manager select?

选项：

A.Asset A B.Asset B C.Asset C D.Asset D

解释：

The Treynor measure is calculated as (Expected Return – Risk Free Rate)/Beta to Index. Assets B, C, D have Treynor measures greater than 0.1. Of these, C has the lowest marginal VaR as its Beta to the portfolio is the lowest.