can you please help explain

David is an expected utility maximiser with von Neumann-Morgenstern utility function v(w) = w. He has total wealth of $100, including a car valued at $75. There is probability = 1/5 of here car being stolen. An insurance company offers to fully insure David against car theft in exchange for a premium (i.e., price) of $p. That is, in exchange for $p, the insurance company contracts to pay David $75 if his car is stolen.

(a) Is David risk averse, risk neutral or risk seeking? Please give a simple explanation.?

(b) What is the actuarially fair value for p?

(c) What is the maximum premium David is prepared to pay?

(d) Illustrate your answers to (a) and (b) in a Hirshleifer-Yarri diagram