Find a Borel subset $E$ of $[-1,1]$ s.t. $\lim_{r\to 0^{+}} \frac{m(E\cap [-r,r])}{2r}=\alpha$ -- following up a response.
Let $\alpha \in (0,1)$. Find a Borel subset $E$ of $[-1,1]$ s.t. $\lim_{r\to 0^{+}} \frac{m(E\cap [-r,r])}{2r}=\alpha.$