there is a decision maker that makes decision based on the utility function u (a, tetha) = - ( a- tetha)^2. It decides a without knowing the underlying state of tetha, howver it believes that tetha is normally distributed with mean tetha_0 and variance sigma_tetha^2. The DM receives a signal s = tetha + e, where e is normally distributed with mean 0 and variance sigma_e^2. What will be the optimal decision a of the DM after having received signal s