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Exercise 1. Elicitation of parameters Suppose that EU under risk holds. We set U (0) = 0 and U (100) = 1. Suppose that we observe the following indifference : (0,58:100;0,42:0) ~50 a) Determine U(50). b) Does the agent prefer it = (0.4 : 100; 0.2 2 50;0.4 : 0) or y = (0.33 : 100; 0.33 2 50; 0.34 : Cl) '? (3) Based on the indifference above, can you infer anything about the risk preferences of the agent