7.2. Let W, U : R20 -> R be increasing, strictly concave, twice continuously differentiable utility functions such that U and W have the same continuous coefficient of absolute risk aversion. Show that there are a, b E R such that a > 0 and W = aU + b. Do not assume that the coefficient of absolute risk aversion in question is constant! Hint: take the derivative of the function (W'/U')' and show that it is always 0