Alice is an expected utility maximiser who has a wealth of W. She faces a lottery where With probability 0 < p < -5 she will lose half her wealth, and with the same probability 0 < p < she will double her wealth, and with the remaining probability 1 2p she will keep exactly her wealth. Alice tells you that she's as happy with this lottery as she would be with a situation in which she'd just have W for sure. a) What is the slope of the iso-expected-value lines of the lottery Alice faces? b) Is the preference Alice expressed to you consistent with risk neutrality, risk aversion, or risk loving? Show/prove this mathematically.