Which is distributed according to a density distribution

Question

Problem

Assume a consumer with wealth W, which is distributed according to a density distribution of probability fW (w). Show that we can obtain an approximation of the cost of risk,

CR, by using:
CR=(1/2)rr (µW ) CV_w σ_w

Where rr (w) is the coefficient of relative risk aversion measured at w, µW is the mean of wealth, CVW , its coefficient of variation and σW , its standard deviation.