问题如下：
Megan Beade and Hanna Müller are senior analysts for a large, multi-divisional money management firm. Beade supports the institutional portfolio managers, and Müller does the same for the private wealth portfolio managers.
Beade reviews the asset allocation in Exhibit 1, derived from a mean–variance optimization (MVO) model for an institutional client, noting that details of the MVO are lacking.
Exhibit1 Asset Allocation and Market Weights(in percent)
The asset allocation in Exhibit 1 most likely resulted from a mean–variance optimization using:
选项：
reverse optimization.
C.Black–Litterman inputs.
解释：
A is correct. The allocations in Exhibit 1 are most likely from an MVO model using historical data inputs. MVO tends to result in asset allocations that are concentrated in a subset of the available asset classes. The allocations in Exhibit 1 have heavy concentrations in four of the asset classes and no investment in the other four asset classes, and the weights differ greatly from global market weights. Compared to the use of historical inputs, the Black–Litterman and reverse-optimization models most likely would be less concentrated in a few asset classes and less distant from the global weights.
可以大概讲一下B\C选项的方法的原理吗
