Assume an investor's coefficient of risk$-$aversion is $4$ and the investor's utility function is described by U $=$ E$($r$)-($A$/2)0?.$

 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 $\_\%.?$