700+ câu trắc nghiệm Đầu tư dự án có đáp án - Phần 13

Assume an investor with the following utility function: U = E(r) − 3/2(s2). To maximize her expected utility, she would choose the asset with an expected rate of return of________and a stand

25/30

Assume an investor with the following utility function: U = E(r) − 3/2(s2). To maximize her expected utility, she would choose the asset with an expected rate of return of________and a standard deviation of_____, respectively.

12%; 20%

10%; 15%

8%; 10%

10%; 12%

10%; 10%

Giải thích

Chọn đáp án E