Let it; it 0 denote your wealth. Your wealth at the beginning of the (unique) period under consideration is y > 0. There is a safe asset whose rate of return is zero. There is also a risky asset whose rate of return is TD 0 with probability 1 p. The expected rate of return of the risky asset is positive1 i.e.1 p(1 +TD) + (1 p)(1 +r1). Let A be the amount you invest in the risky asset, 0 S A <_ e- you are an expected utility maximizer. compute the value of wealth from investing a. b your is ufa l.n cornpute now u a em where it: lies in interval and> 26 1'2 0. Compute the expected utility from investing A. c) For which of the above two utilities you are more risk-averse? d) What is your Optimal investment A if your utility is u(w) = ln(w)? \"clhat is your optimal investment A if your utility is u(w) = a + Em; CW2 (with parameters as in part b)