A. As a copyeditor, I allow either a comma, an en dash, “at,” or nothing—but only after looking at what the university in question seems to prefer and then taking into account, if necessary, questions of consistency within the document or book or publication that I’m editing.
University of Wisconsin–Madison (with an en dash, as at their website)
Indiana University South Bend (as at their website)
University of California, Berkeley (as at their website, though it’s usually UC Berkeley there; add a comma after “Berkeley” if the full name occurs in the middle of a sentence)
A one-size-fits-all rule would be far easier to apply, but these days it’s pretty easy to find out the right answer. See also CMOS 6.87.
[This answer relies on the 18th edition of CMOS (2024) unless otherwise noted.]