请问根据效用函数的公式,是不是不用计算就可以判断,risk seeking investor会选方差最大的那个portfolio ?这个思路有没有什么问题?
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2018070201000055问题如下Belen Zapata is a risk-seeking investor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is -3, he is most likely to invest:A.2B.3C.4C is correctInvestment 4 hthe highest Utility Value(0.3738). E=0.5*A*Variance=0.5*-3*(0.09)2=0.5*-3*(0.2)2=0.5*-3*(0.36)2可以看一下这个公式哪不对么
NO.PZ2018070201000055 问题如下 Belen Zapata is a risk-seeking investor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is -3, he is most likely to invest: A.2 B.3 C.4 C is correctInvestment 4 hthe highest Utility Value(0.3738). Risk Seeking就完全不管回报率了吗?
NO.PZ2018070201000055问题如下Belen Zapata is a risk-seeking investor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is -3, he is most likely to invest:A.2B.3C.4C is correctInvestment 4 hthe highest Utility Value(0.3738). ,,,,,,,,,,,,,,,
U=E(R)-0.5*A*(stanrviation)^2 0.19-0.5*3*(0.03)^2=0.18865 0.21-0.5*3*(0.09)^2=0.19785 是我算错了吗?所有的U的结果都不对