问题
单项选择题
Daniel Blair recently joined an investment club with several of his coworkers. Members of the club are generally quite conservative and are unwilling to invest in debt securities with credit ratings below AA. New investments are always evaluated in the context of the overall portfolio. Based on the attributes of the investment club members, they will most likely pursue an investment strategy that:（）
A. attempts to reduce a portfolio’s standard deviation through diversification.
B. seeks the lowest risk securities.
C. tries to totally eliminate systematic risk.
答案
参考答案：A
解析：
Risk averse does not mean minimizing or eliminating risk, only preferring the lower risk investment of two alternative investments with the same expected return.