41. Suppose a risk-neutral competitive rm must set output before it knows for sure the market price. Suppose the market price is given by p = p* + e, where p* is the mean price and e is a random term with an expected vatue of zero. Then in order to maximize expected prots, the firm should produce where: A. pIMC. e. p*= me. C. p*+e=MC. [1.3er