李同学2019-02-13 14:37:16

With respect to risk-averse investors, the numerical utility of a risk-free asset is: A the same for all individuals. B positive for risk-averse investors. C equal to zero for risk seeking investors. 查看解析 上一题 下一题 正确答案A 您的答案B本题平均正确率：39% Modern Portfolio Theory难度：一般 推荐：      答案解析 A risk-free asset has a variance of zero and is not dependent on whether the investor is risk neutral, risk seeking or risk averse. That is, given that the utility function of an investment is expressed as Where A is the measure of risk aversion, then the sign of A is irrelevant if the variance is zero (like that of a risk-free asset). 请问：B说为正，这时的U=Rf,所以为正吧，Rf会为负？