问一道题：NO.PZ2015121801000078 [ CFA I ]

NO.PZ2015121801000078问题如下Highly risk-averse investors will most likely invest the majority of their wealth in:A.risky assets.B.risk-free assets.C.the optimrisky portfolio.is correct.Although the optimrisky portfolio is the market portfolio, highly risk averse investors choose to invest most of their wealth in the risk-free asset.如果去掉题干中的“majority”是不是会变成选择C？

风险厌恶投资者不是invest一个组合，只要风险能被一些收益补偿吗？为什么是无风险资产？只能去买国债？

    为什么不选C呢？虽然厌恶风险，但是也会选择最优的组合啊。感谢解答。