Please show working out

The graph below shows the location in portfolio standard deviation-expected return space of the three portfolios A, B and M. M is the market portfolio. The risk-free rate, rf, is 0.04. The curves are utility indifference curves for an investor with preferences represented by the utility function U = E(r)-0.52, where a is the risk aversion coefficient. What is the utility of investing in portfolio M? Please round your calculation to the nearest 2nd decimal. 0.25 02 0.1 0.05 0 002 0.04 006 008 0. 0.12 0.14 016 0.18 02