Could you explain for the following question how to derive the first derivative for absolute and relative risk aversion and how to come to a conclusion on that answer whether it be increasing, decreasing or constant risk aversion. 

1.    Assume that an investor's utility function is a+be^cw, where i) a, b and c are constants, and ii) W is wealth. Assuming that the investor prefers more to less and is risk avers, what can be said about the sign of a, b, c? What are the properties of this utility function in terms of absolute and relative risk aversion?