Financial Mathematics

👨🏻‍🏫 學術台數學

STEVIE-G™

2011-02-22 5:38 am

As follows:

圖片參考：http://i707.photobucket.com/albums/ww74/stevieg90/ScreenHunter_03Feb212134.gif

r=expected return
s=standard deviation

*Note that "pays 10 percent" means 10 percent expected return

更新1:

我之前條問題有個補充，你去睇下~

回答 (1)

myisland8132

2011-02-22 9:48 pm

✔ 最佳答案

B should be deleted since it has the same variance of A with smaller expected return. D can also be deleted with the same reason.

Choice Expected return Variance Utility

A 0.08 0.0006 0.0791

C 0.092 0.001176 0.090236

Since the utility of C is larger than A, the answer is C

👍 0 👎 0

收錄日期: 2021-04-22 00:55:03
原文連結 [永久失效]:
https://hk.answers.yahoo.com/question/index?qid=20110221000051KK01473

檢視 Wayback Machine 備份