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Consider two Von Neumann-Morgenstern utility functions ?1(?) and ?2(?) where 0≤?≤∞. Suppose ?1(?) and ?2(?) are...

Consider two Von Neumann-Morgenstern utility functions ?1(?) and ?2(?) where 0≤?≤∞. Suppose ?1(?) and ?2(?) are both differentiable over all ?, ?1′(?)>0, and ?2′(?)>0. For all cases where ?2(?) is an affine transformation of ?1(?), show that ?1(?) and ?2(?) have equal Arrow-Pratt absolute risk aversion measures.

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