Which investment would you select if you were risk neutral?

U=E(r)-((A)/(2))s^(2)

. Expected return is

Er

and standard deviation is s. Asset 1 has expected return of 0.12 and standard deviation of 0.2 . Asset 2 has expected return of 0.15 and standard deviation of 0.5 . Asset 3 has expected return of 0.21 and standard deviation of 0.16 . Asset 4 has expected return of 0.24 and standard deviation of 0.21 .\ 3\ 4\ 2\ 1

Which investment would you select if you were risk neutral? U=E(r)(A/2)s2. Expected return is Er and standard deviation is s. Asset 1 has expected return of 0.12 and standard deviation of 0.2 . Asset 2 has expected return of 0.15 and standard deviation of 0.5 . Asset 3 has expected return of 0.21 and standard deviation of 0.16 . Asset 4 has expected return of 0.24 and standard deviation of 0.21 . 3 4 2 1