FrankSun · 2019年12月27日
问题如下：
James Simone is a risk-netural investor. He will apply utility theory to choose the investment portfolio. The table shows the expected return and expected standard deviation of several investments, he is most likely to invest:
选项：
A.1
B.2
C.3
解释：
C is correct
As the investor is risk-neutral, A in the utility function is 0, risk is irrelevant to his choice, so the investment return is the only factor that should be considered. Therefore, Investment 3 has the highest return.
老师，求一下帮助，谢谢
NO.PZ2018070201000054问题如下 James Simone is a risk-neutrinvestor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, he is most likely to invest: A.1B.2C.3C is correctthe investor is risk-neutral, A in the utility function is 0, risk is irrelevant to his choice, so the investment return is the only factor thshoulconsire Therefore, Investment 3 hthe highest return.前面有一道题怎么风险厌恶也是最高的呢
NO.PZ2018070201000054 问题如下 James Simone is a risk-neutrinvestor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, he is most likely to invest: A.1 B.2 C.3 C is correctthe investor is risk-neutral, A in the utility function is 0, risk is irrelevant to his choice, so the investment return is the only factor thshoulconsire Therefore, Investment 3 hthe highest return. 这道题能不能不用计算，直接选择收益最高的那一个就行了？
NO.PZ2018070201000054问题如下James Simone is a risk-neturinvestor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, he is most likely to invest: A.1 B.2 C.3 C is correctthe investor is risk-neutral, A in the utility function is 0, risk is irrelevant to his choice, so the investment return is the only factor thshoulconsire Therefore, Investment 3 hthe highest return.这题的意思是，对risk lover来说，风险越高，我要求的收益率只有越低吗
