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There is a riskless asset with a return of 0.010, and a risky asset with an expected return of 0.250 and standard deviation of 0.237.

There is a riskless asset with a return of 0.010, and a risky asset with an expected return of 0.250 and standard deviation of 0.237. If you were building a portfolio for an investor with a risk aversion of A=3.2, what proportion of their assets would you invest in the risky asset?

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