问题如下:
Vishal Chandarana is a risk-averse investor. He will apply utility theory to choose the investment portfolio. The table shows the expected return and expected standard deviation of several investments, assuming the measure of risk aversion is 2, he is most likely to invest:
选项:
A.1
B.2
C.3
解释:
C is correct
Investment 2 has the highest Utility Value(0.2019).
老师 这道题为什么不可以用E(R)/6?