7.1. Let U : R20 -> R be an increasing, strictly concave, twice continuously differentiable utility function. Let X and Y be random variables such that E(U(X)) > E(U(Y) ) and let a, be R such that a > 0. Let W : R> > R be the utility function defined by W = aU + b. (a) Show that E(W(X)) > E(W(Y)). This shows that U and W always yield the same preferences. (b) Let Au and Aw be the coefficients of absolute risk aversion of U and W, respectively. Show that Au = Aw as functions