10. BB has an endowment (E) which she can invest. With probability p, the investmer works out well and BB ends up with E(1+r) but, with probability 1-p, BB loses all o her money. a) If BB is risk neutral, what is the lowest value of p for which she should inves b) What is the expected value of perfect information? c) Now assume BB is risk averse with utility of money function U(m) = m1/2. What fraction, x, of her endowment should BBinvest