9. (5%) Mary and Danny are risk averse and von Neumann-Morgenstern expected utility maximizers with utility function \( U(w) = w^{\frac{1}{2}} \) at all wealth level \( w > 0 \). Suppose that Mary's wealth is $10,000 and she may face a 40% chance of losing $7,500. Danny' wealth is $1,000,000 and he also faces a 40% chance of losing $7,500. The certainty equivalent of wealth for Mary, which is the wealth level with certainty providing Mary the same expected utility as the risky bundle, is _(9a)_. The certainty equivalent of wealth for Danny is _(9b)_.