Need help answering these questions

A. This expands on Problem 7.1 in the textbook. An expected utility maximizer with expected utility function u() satisfying u' > 0 and u\" 0 with probability 0: and a loss of L > 0 with probability (1 oz). 1. Show that the expected utility maximizer is indifferent between u!W!u!WL! making the investment and not making it if 0: = \"(w+G)_u{W_L) . 2. Show that expected utility of the investment is increasing in or. 3. If W : 4, 000, G = 100, L : 150, and Mar) : log($), give the set of o: for which the expected utility maximizer makes the investment. 4. For W = 10,000, G = 800, L : 200 and 1:.(113) : , the expected utility maximizer refused to make the investment. What range of 0: are consistent with this decision