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Sophia has the following portfolio: 0.08 invested in stock A, and the rest invested in stock B. The return of A is 0.19, the return

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Sophia has the following portfolio: 0.08 invested in stock A, and the rest invested in stock B. The return of A is 0.19, the return of B is 0.24. The variance of A is 0.08 and the variance of B is 0.08. The correlation between A and B is -0.96. Sophia has the following utility function: U = 5.5 , where r and o denotes the return and the standard deviation of her portfolio. Compute Sophia's utility from holding the portfolio of A and B

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