NO.PZ2022081802000016
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 2. B.Investment 3. C.Investment 4.解释:
Solution
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.
老师,题干的公式是起什么作用的?我们计算用的公式是u=Er-0.5Aσ2