【金多多CFA每日一练】3级-R7-002

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Assume there are twoinvestments to choose from: investment A has an expected return of 10% and astandard deviation of 15%, and investment B also has an expected return of 10%but its standard deviation is 20%. The risk neutral investor would:

A)	choose investment A because it has a    higher return for a given level of risk.

B)	choose either investment A or B since    they are not concerned about the level of risk but only with the level of    return.

C)	not choose investment B because it has    a higher level of risk with no additional compensation

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solution:B
Given two alternatives with the same expected return but different levels of risk (i.e., different standard deviations), the risk-neutral investor would be indifferent between the two alternatives, the risk-averse investor will select the alternative with less risk, and a risk-seeking investor would actually prefer (derive more utility from) the riskier alternative.

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