Mia · 2020年03月16日
问题如下：
Kam Bergeron 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 3, U=E(r)-1/2Aσ2, he is most likely to invest:
选项：
A. 2
B. 3
C. 4
解释：
A is correct.
Investment 2 provides the highest utility value (0.1979) for Kam Bergeron who has a measure of risk aversion equal to 3.
NO.PZ2018070201000057问题如下KBergeron is a risk-averse investor. He will apply utility theory to choose the investment portfolio. The table shows the expectereturn anexpectestanrviation of severinvestments, assuming the measure of risk aversion is 3, U=E(r)-1/2Aσ2, he is most likely to invest:A.2B.3C.4A is correct.Investment 2 provis the highest utility value (0.1979) for KBergeron who ha measure of risk aversion equto 3.即不同类型的投资者都是选最大的U？
请老师解答一下他们都是怎么算的
investment 3的utility 算错了，应该是0.1900
