Question: Consider an investor Awith Bernoulli utility function uA ( w ) = ln wand an investor Bwith Bernoulli utility function uB ( w ) =

Consider an investor Awith Bernoulli utility function uA(w)= ln wand an
investor Bwith Bernoulli utility function uB (w)=w. Both investors are
expected utility maximizers.
[20%]
(a)(b)(c) Compare the degree of risk aversion between the two investors.

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