单选题
编号：2686165
1. 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.