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Transcript 
Table 10-1 Two Alternative Investments
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-2 Data for Ranking Hockey Teams
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-3 Outcomes and Associated Probabilities for Three
Investments
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-4 Including Utility
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-5 An Example of a Fair Gamble
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-6 Implications of Attitude Toward Risk
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
(Figure continues on next slide)
FIGURE 10-1 Characteristics of functions with different riskaversion coefficients. (1) Utility function of a risk-seeking investor.
(2) Utility function of a risk-neutral investor. (3) Utility function of a
risk-averse investor.
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
FIGURE 10-1 (continued)
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-7 Changes in Absolute Risk Aversion with Wealth
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
Table 10-8 Changes in Relative Risk Aversion with Wealth
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
FIGURE 10-2 An investor’s preference curve.
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
FIGURE 10-3 Outcomes for S1.
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
FIGURE 10-4 Outcomes for S2.
Elton, Gruber, Brown, and Goetzman: Modern Portfolio Theory and Investment Analysis, Sixth Edition © John
Wiley & Sons, Inc.
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