Please read my book draft or read Section 1D-1F of Chapter one of the book: Duffie Darrell, Dynamic Asset Pricing Theory, Third edition, Princeton University Press, 2001.. Consider the economy [(Ui, e'), i = 1, 2; D) with 0.5 1.5 D 1 3 1 1 2 U1(c) = E(c) and U2(c) = E(VC) meaning that the first agent is risk-neutral and the second is risk-averse. The two agents assign equal probabilities to the two states. Solve for the equilibrium allocation (Please guess it first). Please read my book draft or read Section 1D-1F of Chapter one of the book: Duffie Darrell, Dynamic Asset Pricing Theory, Third edition, Princeton University Press, 2001.. Consider the economy [(Ui, e'), i = 1, 2; D) with 0.5 1.5 D 1 3 1 1 2 U1(c) = E(c) and U2(c) = E(VC) meaning that the first agent is risk-neutral and the second is risk-averse. The two agents assign equal probabilities to the two states. Solve for the equilibrium allocation (Please guess it first)