问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ2015121801000056 问题如下 A financiplanner hcreatethe following ta to illustrate the application of utility theory to portfolio selection:If investor’s utility function is expresse U=E(r)− 1 2 A σ 2 anthe measure for risk aversion ha value of 2, the risk-averse investor is most likely to choose: A.Investment 1. B.Investment 2. C.Investment 3. is correct.Investment 2 provis the highest utility value (0.1836) for a risk-averse investor who ha measure of risk aversion equto 2. 不是U越小，越risk aerse吗？怎么选了U最大的？
NO.PZ2015121801000056 问题如下 A financiplanner hcreatethe following ta to illustrate the application of utility theory to portfolio selection:If investor’s utility function is expresse U=E(r)− 1 2 A σ 2 anthe measure for risk aversion ha value of 2, the risk-averse investor is most likely to choose: A.Investment 1. B.Investment 2. C.Investment 3. is correct.Investment 2 provis the highest utility value (0.1836) for a risk-averse investor who ha measure of risk aversion equto 2. If investor’s utility function is expresseanthe measure for risk aversion ha value of 2。这句话的意思不是utility function=2？‘utility function的公式，A表示utility function还是U表示utility function？
Investment 2. Investment 3. B is correct. Investment 2 provis the highest utility value (0.1836) for a risk-averse investor who ha measure of risk aversion equto 2. 请问老师这个题的解题思路就是根据效用函数选一个效用最大的组合，不用考虑到底是风险厌恶还是风险偏好或是风险中性对吗？
老师好，想问下这种题为什么都要代入公式呢如果厌恶风险为什么不选择sigma最小的就好了呢，还是因为风险厌恶的人可以承担风险只不过相应的要得到更多的收益所以进行utility的比较吗，谢谢
如图，utility公式显示不出来，麻烦修复一下
