2) [20 points] Consider a risk X. The insured thinks that X N exponential(,81) with mean 400. The insurer thinks that X N gamma(3, 52) with mean 500. The insured has exponential utility function with risk aversion 0:1 = 0.0008, and the insurer has exponential utility function with risk aversion a2 = 0.0001. Obtain the interval of premiums for which both of them can increase their perceived expected utility