Sophia has the following portfolio: 0.87 invested in stock A, and the rest invested in stock B. The return of A is 0.06 , the return of B is 0.04 . The variance of A is 0.05 and the variance of B is 0.09 . The correlation between A and B is 0.60 . Sophia has the following utility function: U=5r2, 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