Question: Please show all equations and work where necessary. A portfolio has an expected rate of return of 0.15 and a standard deviation of 0.15. The

Please show all equations and work where necessary.

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, which value of A makes this investor indifferent between the risky portfolio and the risk-free asset

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