这道题的知识点 是在哪个module的哪个视频下了

问题如下：

Portfolio managers who are maximizing risk-adjusted returns will seek to invest more in securities with:

选项：

A.

lower values of Jensen’s alpha.

B.

values of Jensen’s alpha equal to 0.

C.

higher values of Jensen’s alpha.

解释：

C  is correct.

Since managers are concerned with maximizing risk-adjusted returns, securities with a higher value of Jensen’s alpha, α_i , should have a higher weight.