please help me with these practices

can u please do it asap

Consider a nance economy with two states with probabilities 7n = M = %. Both agents have utility of income function 11 (w) = ln(w). Current consumption does not enter agents' expected utilities; they are interested only in consumption tomorrow. The agents receive endowments of wealth tomorrow. In state 1 agent A will receive 4 units of wealth, in state 2 he will receive 2 units. Agent B will receive 4 units of wealth in either state. a. (7 marks) Compute the equilibrium prices of wealth, (Arrow security prices), and the equilibrium allocations of wealth for Agents A and B. Hint: the mutuality principle does not provide a simple answer here. You need to set up the optimization problem for each agent, solve for the demands for contingent weath, impose market clearing conditions and solve for the equilibrium prices of wealth in different states (or their ratio). b. (1 mark) Given your answer in a. what should be the equilibrium price of the risk-free bond? 0. (1 mark) Calculate the values of the risk-neutral probabilities (551, 542) . Check that these add up to 1. d. (3 marks) Compare the values of the risk-neutral probabilities with the val- ues of the true state probabilites. Should they be the same or not? Explain any discrepacies using the risk aversion of the agents. 6. (2 marks) What are stochastic discount factors (SDF) in general and what role do they play