This involves the question of marginal utility, ln (w) is concave, meaning that derivatives along the x-axis positive direction is decreasing, which means that the marginal utility of winning is less than the marginal loss of output,so far i just up to here, i still looking for futhermore help...
A person has a utility function defined over her wealth given by
u(w)=ln(w). Her initial wealth is $2 and she faces a risky prospect in which she will
lose $1 with probability 0.4 and gain $1 with probability 0.6.
(i) Show that this person is risk averse by demonstrating that her utility...