Consider an economy, where there is a single consumption good and two states of nature {a,b}. There are two consumers, A and B, with preferences and (random) endowments as follows: Agent A: uA (x(a), x(b)) = logx(a) + logx(b), ((a), (b)) = (1, 2) Agent B: uB(2B(a),B(b)) = logxB(a) +logxB(b), (eB(a), eB(b)) =(3,1) (i) In order to hedge against risk individuals can trade two securities with returns - (1), - (i), where the top payoff refers to state a and the bottom to state b. How many units of the asset r will be held by individual A at equilibrium? denominated in units of the commodity: r = and r2