can you please answer each part in detail, showing each step, all help will be deeply appreciated

Suppose that an investor's preferences satisfy the von Neumann-Morgenstern axioms and are represented by the (Bernoulli) utility function (t) = (a + c)-1/2 with a +rw > 0 7-1 (a) Compute the Arrow-Pratt measures of absolute and relative risk aversion for the utility function given above. (12 Marks) b) If a = 1 and 2 = 1/2, the investor has wealth w = 3, and takes on a gamble that wins 1 (unit of wealth) and loses 1 (unit of wealth) with equal probabilities, what is the investor's expected utility from entering the gamble? (9 Marks) (c) Under the same parameter assumptions as in (b), what is the certainty equiva wealth of the gamble in (b)? (9 Mar Suppose that an investor's preferences satisfy the von Neumann-Morgenstern axioms and are represented by the (Bernoulli) utility function (t) = (a + c)-1/2 with a +rw > 0 7-1 (a) Compute the Arrow-Pratt measures of absolute and relative risk aversion for the utility function given above. (12 Marks) b) If a = 1 and 2 = 1/2, the investor has wealth w = 3, and takes on a gamble that wins 1 (unit of wealth) and loses 1 (unit of wealth) with equal probabilities, what is the investor's expected utility from entering the gamble? (9 Marks) (c) Under the same parameter assumptions as in (b), what is the certainty equiva wealth of the gamble in (b)? (9 Mar