A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The risk-free rate is 6%. An investor has the following utility function: U = E ( r ) - ( A /2) s 2 . Which value...

A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The risk-free rate is 6%. An investor has the following utility function:U =E(r) - (A/2)s
². Which value ofA makes this investor indifferent between the risky portfolio and the risk-free asset?