求助大家一道官方教材的习题，谢谢大家！
1. Portfolio managers, who are maximizing risk-adjusted returns, will see to invest less in securities with
A lower values for nonsystematic variance
B values of nonsystematic variance equal to 0.
C higher values for nonsystematic variance
because the ultimate goal of portfolio managing is to do diversifications...in other words, getting rid of the unsystematic risks.
and only willing to take on systematic risks
therefore, you dont want the porfolio to be higher in value because it's taking on unsystematic risks ...
i guess.... but not sure.. =D作者: adjani.zhang 时间: 2014-5-18 11:19
