NO.PZ2018070201000114
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 less?
选项：
A.Securities with values of nonsystematic variance equal to 0.
B.Securities with lower values for nonsystematic variance.
C.Securities with higher values for nonsystematic variance.
解释：
C is correct.
Managers should give less weight for securities with greater nonsystematic risk in the portfolio if they want to maximize risk-adjusted returns
此处，higher values for nonsystematic variance.是指高非系统性方差？请老师指点，谢谢！
