Question: An investor whose utility function is U = E(r) ) * 0%, where A= 4.0, has the following investment options. Investment Expected Return E(r) Standard

An investor whose utility function is U = E(r) ) *

An investor whose utility function is U = E(r) ) * 0%, where A= 4.0, has the following investment options. Investment Expected Return E(r) Standard Deviation 1 0.12 0.3 2 0.15 0.5 3 0.21 0.16 4 0.24 0.21 Which investment would he select if he were risk neutral

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