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

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Finance

John's risk aversion is 1.9. What percent of her savings shouldhe invest in a portfolio with E(r)=17% and standard deviation of23%, if the risk free rate to invest in is 3.5% and the rate atwhich money can be borrowed is 5.7%?

Provide your answer in percent, rounded to twodecimals

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John's risk aversion is 1.9. What percent of her savings shouldhe invest in a portfolio with E(r)=17% and standard deviation of23%, if the risk free rate to invest in is 3.5% and the rate atwhich money can be borrowed is 5.7%?Provide your answer in percent, rounded to twodecimals

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