(1 point) Consider an investment whose future wealth V, in dollars, will follow the continuous uniform distribution Uni f(3000, 4500) Let the utility function be u(x) -r06. (a) Find the expected utility of the future wealth. Elu V) to 4 decimal places (b) Find the certainty equivalent C such u(C)-E[u(VTha is, the amount a rational investor would be willing to accept risk-free instead of entering into the investment. $ (1 point) Consider an investment whose future wealth V, in dollars, will follow the continuous uniform distribution Uni f(3000, 4500) Let the utility function be u(x) -r06. (a) Find the expected utility of the future wealth. Elu V) to 4 decimal places (b) Find the certainty equivalent C such u(C)-E[u(VTha is, the amount a rational investor would be willing to accept risk-free instead of entering into the investment. $