Consider the following utility function U(x) = 2 log(1 + #) W where W0 is the initial wealth of an agent. (b) Consider a risky investment ✗ which yields the payoffs X = -aW bW with probability with probability ' for 0≤ a≤ 1, b > a . Show that this investment is worthwhile for the agent under the Principle of Expected Utility if ab < 2. b-a