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Mary's risk aversion is 1.4. What percent of her savings should she invest in a portfolio with E(r)=13% and standard deviation of 20%. If the

Mary's risk aversion is 1.4. What percent of her savings should she invest in a portfolio with E(r)=13% and standard deviation of 20%.

If the risk free rate to invest in is 4.7% and the rate at which money can be borrowed is 6.5%?

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