Question: 2.1 Stochastic dominance between two normal distributions Consider two normal distributions F1 2 N 011,0?) and F2 2 N(,u2,a). When F1 statewise dominates F2 (assuming

2.1 Stochastic dominance between two normal distributions Consider two normal distributions F1 2 N 011,0?) and F2 2 N(,u2,a). When F1 statewise dominates F2 (assuming they are not perfectly correlated)? When F1 FOSD F2? When F1 SOSD F2? Prove your answer. (Note that FOSD and SOSD do not rely on whether F1, F2 are correlated or not)

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