问题如下:
A financial planner has created the following data to illustrate the application of utility theory to portfolio selection:
If an investor’s utility function is expressed as and the measure for risk aversion has a value of 2, the risk-averse investor is most likely to choose:
选项:
A. Investment 1.
B. Investment 2.
C. Investment 3.
解释:
B is correct.
Investment 2 provides the highest utility value (0.1836) for a risk-averse investor who has a measure of risk aversion equal to 2.
请问老师这个题的解题思路就是根据效用函数选一个效用最大的组合,不用考虑到底是风险厌恶还是风险偏好或是风险中性对吗?