NO.PZ202204250100001404
问题如下：
Which of Sanaa’s statements about the use of MVO in asset allocation is least likely correct?
选项：
A.Statement 1.
Statement 2.
Statement 3.
解释：
Correct Answer: B
Statement 2 is incorrect. MVO focuses on the mean and
variance of return, while ignoring skewness and kurtosis.
Statements 1 and 3 are correct.
B选项：MVO确实没有考虑到skewness，这个应该是对的吧？
C选项：reversed 方法解决的应该是output unstable的问题，并不是分散化的问题吧？