[学习疑问] 求助一道官方课后习题~ 童鞋, values, invest, higher, returns

zoe_lin

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

答案选C。有没有童鞋可以解释下为什么？不理解这个题目