Question: Mean - variance expected utility i s given b y E u = e - v t , where e i s expected return, v

Mean-variance expected utility is given byEu=e-vt, where eis expected return, vis the variance of the portfolio and tis risk
tolerance. Suppose an investor has risk-loving preferences. What can we say about the value oft?
Select one:
t0
t>1
t1
t>0
t=0
Mean - variance expected utility i s given b y E

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