Assume an investor's coefficient of risk$-$aversion is $4$ and the investor's utility function is described by U $=$ E$($r$)$

$-($A$/2)$o$2.$ If both Portfolios A and B are on the same indifference curve, Portfolio A$\text{'}$s expected return is $13\%$ and its standard deviation is $20\%,$ and Portfolio B$\text{'}$s expected return is $7\%,$ the standard deviation of Portfolio B would be

$\%.$

$$ a$.10\mathrm{.}7\%$

O b$.17\mathrm{.}3\%$

O c$.14\mathrm{.}4\%$

$$ d$.10\mathrm{.}0\%$

Clear my choice