Question: 5. Suppose an individual with a utility-of-wealth function u = log(y) faces the following two risky gambles: G1 = (40, 160; 0.1, 0.9) and G2=

5. Suppose an individual with a utility-of-wealth function u = log(y) faces the following two risky gambles: G1 = (40, 160; 0.1, 0.9) and G2= (20, 180; 0.1, 0.9). Which of these risky assets will this person choose? Explain your

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