NO.PZ2018070201000113
问题如下：
Listed are some securities with different characteristics, in order to maximize risk-adjusted returns, which one should a portfolio manager seek to invest more?
选项：
A.Securities with values of Jensen’s alpha equal to 0.
B.Securities with lower values of Jensen’s alpha.
C.Securities with higher values of Jensen’s alpha.
解释：
C is correct.
Managers should give more weight for securities with higher values of Jensen’s alpha in the portfolio if they want to maximize risk-adjusted returns.
前面几道题提到要少投high value来规避风险,这题要多投high value。有点晕，需要锚定哪个点？
