Problem 2. Consider an expected utility maximizer with Bernoulli utility function u(x)=, with a [0, 1]. She faces the following lottery: with probability p (0, 1) she gets a high prize, x; with probability 1 - p, she gets a low prize, x = (0, xh). a. Compute the certainty equivalent for this DM as a function of p, x1, xh, and a. b. How does the certainty equivalent change with a? To make things easier, assume x = 0. Also, the following fact will be useful: the derivative of f(2) = a, where a > 0 is just some number, is f'(z) = -a1/1(a). Briefly explain your result.