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An investor makes decisions using quadratic utility U=E[r]21A2 with a risk-aversion coefficient of 2 . They have found a baseline asset with an expected return

image text in transcribed An investor makes decisions using quadratic utility U=E[r]21A2 with a risk-aversion coefficient of 2 . They have found a "baseline" asset with an expected return of 0.13 and standard deviation of 0.24 . They are also considering investing in an "alternate" asset with a standard deviation of 0.40 . What expect return does this "alternate" asset need to provide to make the investor indifferent between it and the "baseline" asset? Give you answer as a decimal to four decimal places

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