Constant absolute risk aversion and certainty equivalent
This is perhaps not the best way to prove the statement. But notice that a CARA utility is equivalent to having the general functional form:
\begin{equation}
u(x)=-\alpha \mathrm e^{-ax-b}+\beta,\quad\text{where $a,\alpha&gt;0$ and $b,\beta\in\mathbb R$}.
\end{equation} 
Knowing this, the rest should be straightforward.