An investor wants to determine the safest way to structure a portfolio from several investments, whose annual returns under different scenarios are as follows: Returns Scenario A B D Probability 1 0.11 -0.09 0.10 0.07 0.10 2 -0.11 0.12 0.14 0.06 0.10 3 0.09 0.15 0.11 0.08 0.10 4 0.25 0.18 0.33 0.07 0.30 5 0.18 0.16 0.1 0.06 0.40 9. (10 pts.) Suppose the investor ignores the scenarios have different probabilities. If he has determined his risk aversion value is 0.75, what percentage of his portfolio should be invested in A? percent