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An investor (risk aversion coefficient A=4) is investing $20,000 in risky portfolio P (expected return E[r subscript P]=16%, and volatility sigma subscript P=30%) and risk

An investor (risk aversion coefficient A=4) is investing $20,000 in risky portfolio P (expected return E[r subscript P]=16%, and volatility sigma subscript P=30%) and risk free asset (r subscript f=7%), this investor optimally invests $______ in portfolio P.

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