求救~~~麻烦大家帮我解答一下,谢谢!感激不尽!
Consider I individuals with quadratic utility functions
(a) Show that the expected utility depends only on the mean and variance of return.
Be sure to require
(b) Show that the demand for a risky asset declines as initial wealth increase.
(c) Find the indifference curves in the mean-standard deviation space. Are these indifference cure increasing and convex? Given the portfolio frontier, what is the optimal choice of this individual?


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