问题如下：
Listed are some securities with different characteristics, in order to maximize risk-adjusted returns, which one should a portfolio manager seek to invest less?
选项：
A.Securities with values of nonsystematic variance equal to 0.
B.Securities with lower values for nonsystematic variance.
C.Securities with higher values for nonsystematic variance.
解释：
C is correct.
Managers should give less weight for securities with greater nonsystematic risk in the portfolio if they want to maximize risk-adjusted returns
老师 这道题没有很理解能解释一下吗
