Question: How might risk neutrality be characterised within Expected Utility Theory? a. Concave utility function b. Convex utility function c. Linear utility function d. Utility function

How might risk neutrality be characterised within Expected Utility Theory?

a. Concave utility function

b. Convex utility function

c. Linear utility function

d. Utility function that is concave in the domain of losses, and convex in the domain of gains.

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