NO.PZ2015121801000053
问题如下:
With respect to an investor’s utility function expressed as:U=E(r)-1/2Aσ2 , which of the following values for the measure for risk aversion has the least amount of risk aversion?
选项:
A. -4.
B. 0.
C. 4.
解释:
A is correct.
A negative value in the given utility function indicates that the investor is a risk seeker.
能否请老师列个详细的计算公式给我,谢谢