[单选题]

According to Markowitz portfolio theory:

A.Combining any two risky assets in a portfolio will reduce unsystematic risk compared to a portfolio holding only one of the two risky assets.

B.Adding a risky stock to a (less risky) bond portfolio can decrease portfolio risk.

C.A portfolio with the minimum risk for its level of expected return lies on the efficient frontier.

参考答案与解析: