Suppose an investor is endowed with a log-utility function over wealth. That is, u(w)=ln(w). (A) show that U'>0 and u"<0. (B) consider the following gamble: a 50% chance of winning $100 and 50% chance of winning $200. what is the certainty equivalent of this gamble? (C) suppose instead that u(w)=5+10w. what is the certainty equivalent of the gamble in this case? if your answer is different than your answer to part (B), explain why this is so.