NO.PZ2015121801000054
问题如下：
A financial planner has created the following data to illustrate the application of utility theory to portfolio selection:
A risk-neutral investor is most likely to choose:
选项：
A.
Investment 1.
B.
Investment 2.
C.
Investment 3.
解释：
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.
因为风险中性时，A=0，U=Er，是否可以不用计算，直接比较Er，哪个大选哪个？本题