What does the curve of constant utility for a risk neutral agent look like in the --diagram?

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What does the curve of constant utility for a risk neutral agent look like in the μ-σ-diagram? It is not a diagonal line!

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Dec 26, 2018 10:08 AM

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What does the curve of constant utility for a risk neutral agent look like in the --diagram?

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Because for the riskneutra...View the full answer

A First Course in Quantitative Finance

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