I have this information:

Suppose the t=4 cash flow from a project can take on only two values: W₁=$55(in Event₁) or W₂=$405 (in Event₂). The probability of Event₂ is three times that of Event₁.

Suppose further that the utility function that takes into account the risk-aversion of the market as a whole is given by U(W) Ln(W).

I need to compute the risk-neutral probabilities of Event₁ and Event₂.

Can somebody guide me how to do it, please?