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Mary's risk aversion is 2.7. What percent of her savings should she invest in a portfolio with E(r)=17% and standard deviation of 15%, if the
Mary's risk aversion is 2.7. What percent of her savings should she invest in a portfolio with E(r)=17% and standard deviation of 15%, if the risk free rate to invest in is 4.2% and the rate at which money can be borrowed is 6.2%? Provide your answer in percent, rounded to two decimals, omitting the % sign
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