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Let U(x) = 1 - 2-3 be the utility function of an investor. Find the Arrow-Pratt risk aversion coefficient of U. Suppose

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Let U(x) = 1 - 2-3 be the utility function of an investor. Find the Arrow-Pratt risk aversion coefficient of U. Suppose

Posted: Wed Nov 24, 2021 10:05 am
by answerhappygod
Let U X 1 2 3 Be The Utility Function Of An Investor Find The Arrow Pratt Risk Aversion Coefficient Of U Suppose 1
Let U X 1 2 3 Be The Utility Function Of An Investor Find The Arrow Pratt Risk Aversion Coefficient Of U Suppose 1 (21.92 KiB) Viewed 68 times
Let U(x) = 1 - 2-3 be the utility function of an investor. Find the Arrow-Pratt risk aversion coefficient of U. Suppose a different investor has utility function V(x) = 1-2-2. Which investor is the most risk averse?
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