You have a portfolio made up of two investments: A and B. A has an expected return of 13% and a standard deviation of 16%. B has an expected return of 9% and a standard deviation of 15%. The portfolio is worth a total of $65,888, of which $27,126 is invested in A. The correlation between A and B is 0.27. You have a risk-aversion coefficient of 3. Using the CFA standard formula (the same one used in the video and PowerPoint) for utility functions, what is the utility score for this portfolio? Answer in decimal form (e.g., for 10% put 0.1 not 10) and round to the nearest four decimal places. Be sure not to round any of your preliminary calculations