An agent with wealth level Y0 = $100 lives for two periods. In period 1, he invests s dollars in the stock market and consumes the rest of his income. The stock markets return in the second period is uncertain and depends on the state of the economy. Stock markets return in a good, average and bad year is 9%, 3% and -4% respectively. The probability of a good, average and bad year for stock market is 30%, 45% and 25% respectively. The utility function of the investor is U(C) = C where C represents consumption. The discount factor for consumption in the second period is 0.75.

Compute the optimal saving (s) for the agent.