可以把题目和选项翻译一下吗？以便理解得透彻一些。多谢
问题如下图：
选项：
A. 
B. 
C. 
解释：
Kiko_品职助教 · 2022年03月30日
嗨，爱思考的PZer你好：
同学我觉得你直观理解不太对呢，风险厌恶并不完全意味着投资越保守越好，而是单位风险内要求的补偿更高。风险厌恶承投资者担高风险，但得到我内心期望的高效益，我的utility也可以很大。所以并不能说明无风险资产产生的效应，对风险厌恶投资者来说就大于风险喜好投资者。
回到这题，无风险资产的风险为0，收益率是常数, 也就是说它的标准差=0, E(r)=Rf。代入公式U=E(r)-1/2A*(sigma)^2=Rf，所以对于所有投资者，不管A的值是多少，得到的效用都是相同的，都是无风险收益率。
----------------------------------------------加油吧，让我们一起遇见更好的自己！
NO.PZ2015121801000051 问题如下 With respeto risk-averse investors, a risk-free asset will generate a numericutility this: A.the same for all invials. B.positive for risk-averse investors. C.equto zero for risk seeking investors. is correct.A risk-free asset ha varianof zero anis not pennt on whether the investor is risk neutral, risk seeking or risk averse. This, given ththe utility function of investment is expresse U=E(r)− 1 2 A σ 2 , where A is the measure of risk aversion, then the sign of A is irrelevant if the varianis zero (like thof a risk-free asset). b为什么不对？无风险那爽度不是positive的吗？
NO.PZ2015121801000051 问题如下 With respeto risk-averse investors, a risk-free asset will generate a numericutility this: A.the same for all invials. B.positive for risk-averse investors. C.equto zero for risk seeking investors. is correct.A risk-free asset ha varianof zero anis not pennt on whether the investor is risk neutral, risk seeking or risk averse. This, given ththe utility function of investment is expresse U=E(r)− 1 2 A σ 2 , where A is the measure of risk aversion, then the sign of A is irrelevant if the varianis zero (like thof a risk-free asset). 有两个问题看了这个没看懂https://class.pzacamy.com/qa/57654，按这个说法B不应该是对的吗？对于risk averse，risk neutral和risk seeking的人群，A为0，utility对这三种人群是否都是一样的？
NO.PZ2015121801000051问题如下With respeto risk-averse investors, a risk-free asset will generate a numericutility this: A.the same for all invials. B.positive for risk-averse investors. C.equto zero for risk seeking investors. is correct.A risk-free asset ha varianof zero anis not pennt on whether the investor is risk neutral, risk seeking or risk averse. This, given ththe utility function of investment is expresse U=E(r)− 1 2 A σ 2 , where A is the measure of risk aversion, then the sign of A is irrelevant if the varianis zero (like thof a risk-free asset).同题目
positive for risk-averse investors. equto zero for risk seeking investors. A is correct. A risk-free asset ha varianof zero anis not pennt on whether the investor is risk neutral, risk seeking or risk averse. This, given ththe utility function of investment is expresseU=E(r)− 1 2 A σ 2 , where A is the measure of risk aversion, then the sign of A is irrelevant if the varianis zero (like thof a risk-free asset). 请问是哪儿的知识点啊
positive for risk-averse investors. equto zero for risk seeking investors. A is correct. A risk-free asset ha varianof zero anis not pennt on whether the investor is risk neutral, risk seeking or risk averse. This, given ththe utility function of investment is expresseU=E(r)− 1 2 A σ 2 , where A is the measure of risk aversion, then the sign of A is irrelevant if the varianis zero (like thof a risk-free asset).B为什么不对？另外如果无风险 对风险偏好型投资者来说 不是损失了风险部分带来的效用了吗？所以不应该是一样的影响啊
