[champdean]

Q: Let X be the income of a worker. Assume that X is a discrete random variable that takes k possible values from {x1,x2,...,xk}. Let U(X) be the utility that a worker gets from income X. A worker is said to be risk-averse if E[U(X)] <= U(E[X])

Suppose that U(X) is given by

U(X) = 100 - exp(-X)

Prove that this worker with above utility function is risk-averse.

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