Consider a risky portfolio that offers a rate of return of $15\%$ per year with a standard deviation of $20\%$ per year. Suppose an investor with mean$-$variance preferences U $=$ E$($r$)21\backslash$gamma $\backslash$sigma $2$ is indifferent between investing in the risky portfolio and investing in a risk$-$free asset

earning $8\%$ per year.

$($a$)$ What is the investor$$s risk aversion coefficient, $\backslash$gamma $?$