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Assume that you have a logarithmic utility function for wealth U(W) = In (W) and that you are faced with a 50/50 chance of winning or losing $1,000. How much will you pay to avoid this risk if your current level of wealth is $10,000? How much would you pay if your level of wealth were $1,000,000?

User Kberg
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Final answer:

To determine how much one would pay to avoid a risky gamble with a logarithmic utility function, we evaluate their certain equivalent wealth that provides the same utility as the expected utility of the gamble. This calculation is performed for two levels of wealth, $10,000 and $1,000,000.

Step-by-step explanation:

The question involves calculating the amount a person with a logarithmic utility function for wealth would pay to avoid a risky gamble. Given the utility function U(W) = ln(W), the expected utility for a 50/50 chance of winning or losing $1,000 when the current wealth is $10,000 can be calculated as:

0.5 * ln($10,000 + $1,000) + 0.5 * ln($10,000 - $1,000) = 0.5 * ln($11,000) + 0.5 * ln($9,000).

We then compare this expected utility to the utility of certain wealth level W (i.e., without taking the risk) that gives the same utility. This certain wealth is what the person would pay, denoted C, so U(W-C) = Expected Utility. We then solve for C.

For $1,000,000 wealth, the calculations follow the same process. Since marginal utility decreases as wealth increases, the amount they would be willing to pay to avoid the risk may be different.

User Trogdor
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