Sophia has the following portfolio: 0.06 invested in stock A, and the rest invested in stock B. The return of A is 0.11, the return of B is 0.28. The variance of A is 0.07 and the variance of B is 0.11. The correlation between A and B is -0.76.

Sophia has the following utility function: U = 5 r 2, where r and denotes the return and the standard deviation of her portfolio. Compute Sophia's utility from holding the portfolio of A and B.