NO.PZ2018070201000054
问题如下：
James Simone is a risk-neutral investor. He will apply utility theory to choose the investment portfolio. The table shows the expected return and expected standard deviation of several investments, he is most likely to invest:
选项：
A.1
B.2
C.3
解释：
C is correct
As the investor is risk-neutral, A in the utility function is 0, risk is irrelevant to his choice, so the investment return is the only factor that should be considered. Therefore, Investment 3 has the highest return.
这道题能不能不用计算，直接选择收益最高的那一个选项就行了？
