NO.PZ2022081802000015
问题如下:
A financial planner has created the following data to illustrate the application of utility theory to portfolio selection:
选项:
A.Investment 1.
B.Investment 2.
C.Investment 3.
解释:
Solution
C is correct. Investment 3 has the highest rate of return. Risk is irrelevant to a risk-neutral investor, who would have a measure of risk aversion equal to 0. Given the utility function, the risk-neutral investor would obtain the greatest amount of utility from Investment 3.
这个具体用那一条公式?