这题计算公式是什么，怎么算的？

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 $U=E(r)-\frac{1}{2}A{\sigma }^2$ and the measure for risk aversion has a value of -2, the risk-seeking investor is most likely to choose:

选项：

A.

Investment 2.

B.

Investment 3.

C.

Investment 4.

解释：

C  is correct.

Investment 4 provides the highest utility value (0.2700) for a risk-seeking investor, who has a measure of risk aversion equal to −2.