thank you VERY much, you have no idea how much you helped me...how didn't I see that e^20 should get out ???

As for part "b", I think I solved it, what do you think ?

The profit W=1000-(1000/T)

F(W)=P(W<=w)=P(T<=(1000-w)/1000)=1-e^(20-((1000-w)/1000))

After a derivative, I got:

f(W)=-(1/1000)*e^()