Consider the following investment alternatives. First, a risky portfolio A that pays a 15 percent rate of return with a probability of 60% or a 5 percent return with a probability of 40%. Second, another risky portfolio B that has an expected return of 13.5% and a standard deviation of 12.64%. Kyle S. is a risk-averse investor with an utility function of . 

What should be the risk aversion coefficient of the investor so he indifferent between the two risky portfolios A and B?