问一道题：NO.PZ2018011501000001 [ CFA III ]

MegBea anHanna Müller are senior analysts for a large, multi-visionmoney management firm. Bea supports the institutionportfolio managers, anMüller es the same for the private wealth portfolio managers. Bea reviews the asset allocation in Exhibit 1, rivefrom a mean–varianoptimization (MVO) mol for institutionclient, noting thtails of the MVO are lacking. Exhibit1  Asset Allocation anMarket Weights(in percent) The asset allocation in Exhibit 1 most likely resultefrom a mean–varianoptimization using: historictreverse optimization. Black–Litterminputs. A is correct. The allocations in Exhibit 1 are most likely from MVO mol using historicta inputs. MVO ten to result in asset allocations thare concentratein a subset of the available asset classes. The allocations in Exhibit 1 have heavy concentrations in four of the asset classes anno investment in the other four asset classes, anthe weights ffer greatly from globmarket weights. Compareto the use of historicinputs, the Black–Littermanreverse-optimization mols most likely woulless concentratein a few asset classes anless stant from the globweights. 可以大概讲一下B\C的方法的原理吗

    请问这道题的问题是什么意思，没有理解。谢谢