wiele Consider a financial investment company offering four funds described in the table below, where each fund either performs well and delivers a high payoff XH or performs poorly and delivers a low payoff XL, with probabilities TH and L = 1 - TH, respectively. A risk-averse investor whose preferences over payoffs are summarised by a square-root form U:= X assesses funds (1)-(4): Fund (1) (2) (3) TL XL XH 1,000 2,000 50% 2,000 3,000 50% 50% 3,000 4,000 50% 50% 4,000 5,000 50% 50% 50% fl 0 fou . (2.1) Compute the expected value () and the standard deviation (o) associated with each fund. Illustrate your results in a table arranged as above.