Jane owns a house worth $100,000. She cares only about her wealth, which consists entirely of the house. In any given year, there is a 20% chance that the house will burn down. If it does, its scrap value will be $30,000. Jane’s utility function is U=x ½ . a) Draw Jane’s utility function. b) Is Jane risk averse or risk preferring? Explain c) What is the expected monetary value of Jane’s gamble? d) How much would Jane at most be willing to pay to fully insure her house against being destroyed by fire? e) Homer is the president of an insurance company. He is risk-neutral and has a utility function of the following type: U = x. between what two prices could a beneficial insurance contract be made by Jane and Homer?



Answer :

Answer:

a) Jane's utility function is \( U = x^{1/2} \). To draw this utility function, plot points on a graph where the x-axis represents Jane's wealth (house value) and the y-axis represents her utility. The curve will be concave upward.

b) Jane is risk-averse. Risk aversion is indicated by a concave utility function, where the marginal utility of wealth decreases as wealth increases. In this case, as the house value increases, the increase in utility becomes smaller.

c) The expected monetary value (EMV) is calculated by multiplying each possible outcome by its probability and summing them. In this case:

\[ (0.8 \times \$100,000) + (0.2 \times \$30,000) \]

d) To fully insure her house, Jane would be willing to pay an amount equal to the expected loss. Therefore, she would be willing to pay \(0.2 \times (\$100,000 - \$30,000)\).

e) For a risk-neutral person like Homer, a beneficial insurance contract occurs when the expected utility without insurance is equal to the expected utility with insurance. The insurance premium Jane is willing to pay is the difference in expected wealth. Therefore, the prices for a beneficial insurance contract would be between \( \$30,000 \) and \( \$100,000 \) (the house value without insurance).