Consider a single-period binomial model with interest rate r = 0.2, where the stock's initial price S_0 = 5 and the stock terminal price S_1 takes the values 8 and 2 with probabilities p = 0.8 and q = 0.2, respectively. An investor with initial wealth X_0 = 1 and utility function u(x) = -e^-Ax will invest 50% of X_0 in the stock. Compute the positive constant A (called an absolute risk-aversion)