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1. A decision maker who is considered to be a risk taker is faced with this set

ID: 334193 • Letter: 1

Question

1.     A decision maker who is considered to be a risk taker is faced with this set of probabilities and payoffs

State of Nature

Decision

s1

s2

s3

d1

    5

  10

20

d2

?25

    0

50

d3

?50

?10

80

Probability

.30

.35

.35


The following indifference probabilities:

Payoff

Probability

  50

.60

  20

.35

  10

.25

    5

.22

    0

.20

?10

.18

?25

.10


a. Write the lottery

b. Rank the decision alternatives on the basis of expected value

c. Rank the decision alternatives on the basis of expected utility.

State of Nature

Decision

s1

s2

s3

d1

    5

  10

20

d2

?25

    0

50

d3

?50

?10

80

Probability

.30

.35

.35

Explanation / Answer

EV(d1) = 12EV(d2) = 10EV(d3) = 9.5EU(d1) = 2.76EU(d3) = 3.1EU(d3) = 4.13

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Expected utility approach