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 more?
选项：
A.Securities with values of Jensen’s alpha equal to 0.
B.Securities with lower values of Jensen’s alpha.
C.Securities with higher values of Jensen’s alpha.
解释：
C is correct.
Managers should give more weight for securities with higher values of Jensen’s alpha in the portfolio if they want to maximize risk-adjusted returns.
Jensen alpha可以理解为承担非系统性风险带来的超额补偿吗？
那么这题的思路可以是这样吗：为了最大化risk adjusted return，非系统性风险带来的补偿越高越好？
还有个问题是：不是说非系统性风险可被分散，不能带来风险补偿吗，为什么这题里可以，是因为非系统性风险可被完全分散只存在于理论中，实际上也不可完全分散吗？
