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Yifei · 2020年06月26日

网页版utility公式显示不出来 NO.PZ2015121801000056

  1. CFA I
  2. Portfolio

问题如下：

A financial planner has created the following data to illustrate the application of utility theory to portfolio selection:

If an investor’s utility function is expressed as U=E(r)− 1 2 A σ 2  and the measure for risk aversion has a value of 2, the risk-averse investor is most likely to choose:

选项：

A.

Investment 1.

B.

Investment 2.

C.

Investment 3.

解释：

B  is correct.

Investment 2 provides the highest utility value (0.1836) for a risk-averse investor who has a measure of risk aversion equal to 2.

如图，utility公式显示不出来，麻烦修复一下

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2 个答案

kayan · 2020年09月06日

我也没显示出来

丹丹_品职答疑助手 · 2020年06月28日

嗨，从没放弃的小努力你好：


同学你好，应该是浏览器的问题，我这边用网页打开是没问题的。


-------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！


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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. 在计算器上按19%-（8%²）时，得怎么按结果才对。我按19然后%，减去，括号，8，%，这时候结果就不对了，必须按完括号按0.08，再按²，然后括号，才能得到正确值。就是括号里的百分数必须自己计算，用%键值就不对。

2024-09-28 10:23 1 · 回答

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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？

2024-06-26 10:33 1 · 回答

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2021-01-30 17:05 1 · 回答

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

2020-07-19 05:35 2 · 回答