7.11 For the situation of Example 7.6, evaluate the Bayes risk of the empirical Bayes estimator (7.7.20) for k = 0 and 1. What values of the unknown hyperparameter b are least and which are most favorable to the empirical Bayes estimator?

[Hint: Using the posterior expected loss (7.7.22) and Problem 7.9(b), the Bayes risk can be expressed as an expectation of a function of Xi only. Further simplification seems unlikely.]