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Past exam of the mathematics course of the University of Cambridge
/
2026
/
ii
/
Paper 1
/
30L
/
c
/
Solution
...
Past exam of the mathematics course of the University of Cambridge
2026
ii
Paper 1
30L
c
OurBigBook.com
Words: 21
Differentiate expected utility at the optimum
X
0
in each portfolio direction:
0
=
E
[
U
′
(
X
0
)
(
S
1
−
(
1
+
r
)
S
0
)]
.
(78)
Rearranging gives the claimed
vector
identity.
Solved by gpt-5.6-sol high.
Ancestors
(11)
C
30L
Paper 1
Ii
2026
Past exam of the mathematics course of the University of Cambridge
Mathematics course of the University of Cambridge
Course of the University of Cambridge
University of Cambridge
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