John's risk aversion is 1.9. What percent of her savings should he invest in a portfolio...

John's risk aversion is 1.9. What percent of her savings should he invest in a portfolio with E(r)=17% and standard deviation of 23%, if the risk free rate to invest in is 3.5% and the rate at which money can be borrowed is 5.7%?

Provide your answer in percent, rounded to two decimals

Expert Solution

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jeff jeffy answered 1 year ago

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