问题如下图:
选项:
A.
B.
C.
解释:
答案写错了 应该是B is correct.NO.PZ2018070201000056问题如下VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest:A.1B.2C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). 这个概念和cv比较,怎么区别啊?感觉表达的比较类似
NO.PZ2018070201000056 问题如下 VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest: A.1 B.2 C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). 1、为啥一个风险厌恶者要选择效用最大的组合?2、给定的一个效用水平下,A的值,风险厌恶的程度也是不同的,对吧?根据效用公式,A是斜率,但是一条效用曲线上,A会变大。对于同一个人,A不是应该恒定吗?有点糊涂3、对于一个人有多条效用曲线,如何理解?是比如存钱,有一个效用。买股票有一个,买房子有一个。对他投资的不同东西,他的效用不同,是这样理解吗?总觉得这里似懂非懂
NO.PZ2018070201000056问题如下VishChanrana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. His utility function is expresseU=E(r)-1/2×A×σ^2The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 2, he is most likely to invest:A.1B.2C.3 B is correctInvestment 2 hthe highest Utility Value(0.2019). Utility的含义
能以investment 1 为例,计算一下嘛 谢谢
老师 这道题为什么不可以用E(R)/6?