问题如下图：
选项：
A. 
B. 
C. 
解释：
老师，这题是用哪个公式理解呢？
NO.PZ2018070201000114 问题如下 Listeare some securities with fferent characteristics, in orr to maximize risk-austereturns, whione shoula portfolio manager seek to invest less? A.Securities with values of nonsystematic varianequto 0. B.Securities with lower values for nonsystematic variance. C.Securities with higher values for nonsystematic variance. C is correct.Managers shoulgive less weight for securities with greater nonsystematic risk in the portfolio if they want to maximize risk-austereturns Listeare some securities with fferent characteristics, in orr to maximize risk-austereturns, whione shoula portfolio manager seek to invest less?您的回答正确答案是: CASecurities with values of nonsystematic varianequto 0.BSecurities with lower values for nonsystematic variance.C正确Securities with higher values for nonsystematic variance.如题
NO.PZ2018070201000114问题如下Listeare some securities with fferent characteristics, in orr to maximize risk-austereturns, whione shoula portfolio manager seek to invest less?A.Securities with values of nonsystematic varianequto 0.B.Securities with lower values for nonsystematic variance.C.Securities with higher values for nonsystematic variance.C is correct.Managers shoulgive less weight for securities with greater nonsystematic risk in the portfolio if they want to maximize risk-austereturns如上，麻烦老师解答一下
NO.PZ2018070201000114 问题如下 Listeare some securities with fferent characteristics, in orr to maximize risk-austereturns, whione shoula portfolio manager seek to invest less? A.Securities with values of nonsystematic varianequto 0. B.Securities with lower values for nonsystematic variance. C.Securities with higher values for nonsystematic variance. C is correct.Managers shoulgive less weight for securities with greater nonsystematic risk in the portfolio if they want to maximize risk-austereturns 如果想要return大，那资产的风险也大。想要return大，必然要承担大的风险。有什么问题吗？
老师 这道题没有很理解能一下吗
