A portfolio has an expected rate of return of $0\mathrm{.}15$ and a standard deviation of $0\mathrm{.}15.$ The risk$-$free rate is $6\%.$ An investor has the following utility function: U $=$ E$($r$)-($A$/2)$s$^2.$ Which value of A makes this investor indifferent between the risky portfolio and the risk$-$free asset?