Problem 5. Expected Utility and Stochastic Dominance. An individual with a utility function U (c) = e_Ac, where A = (1 / 30) ln(4), and an initial wealth of $50, must choose a portfolio of two assets. Each asset has a price of $50. The rst asset is riskless and pays off $50 next period in each of the two possible states. The risky asset pays off 23 in state .9 = 1, 2. Suppose also that the individual cares only about next period consumption (denoted by 01 or 02 depending on the state). The probability of state 1 is denoted by 7r. 1. In each Scenario, the individual splits his wealth equally between the two assets. Fill in the following table: (m)