Question about constant relative risk aversion
Whenever you need to make someone indifferent between $x$ and $y$, it means that

$$U(x) = U(y)$$

a:

Denote amount he would pay by $z$. Paying $z$ to avoid the lottery gives him "certain utility" $u(100.000 - z)$. With Von Neumann-Morgenstern utility as given,
we can denote the lottery utilities as 
$$prob*U(10.000 + x) + (1-Prob)*U(10.000-x)$$ (Understand why we can do that!) 

b

Without uncertainty, he will have $u(w)$. Then, you need to compute the utility of the lottery as the function of $p, x,y$.

That is, you need to solve

$$U(100000) = prob*U(w+y) + (1-prob)*U(w-x)$$

Now, I'm not sure whether you were meant to say loses x or wins y, I suppose it is loses x or wins y. Anyhow, the value of the lottery is on the right hand side. Can it ever dominate the left hand side, given the additional information for $p$ that you were told in that subquestion?