One way to see the correct answer is to use that:
$$x^n-y^n=(x-y)\left(x^{n-1}+x^{n-2}y+\cdots+xy^{n-2}+y^{n-1}\right)$$
Putting in $x=3,y=2$ you get that:
$$3^n-2^n = 3^{n-1}+3^{n-2}\cdot2+\cdots+3\cdot 2^{n-2}+2^{n-1}$$
Now add $3^n$ to both sides, and you get:
$$2\cdot 3^n -2^n = 3^{n}+3^{n-1}+3^{n-2}\cdot2+\cdots+3\cdot 2^{n-2}+2^{n-1}$$
There are more advanced techniques to solve this sort of equation generally, but this is a good "eyeball" solution without appeal to generating functions.
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The generating function approach is to write:
$$f(z)=\sum_{n=0}^{\infty} A_nz^n = A_0 + z\sum_{n=1}^{\infty} (3A_{n-1}+2^{n-1})z^{n-1} = 1+z\left(3f(z)+\frac{1}{1-2z}\right)$$ Solving for $f(z)$ gives us $$f(z)=\frac{1}{1-3z}\left(1+\frac{z}{1-2z}\right)=\frac{1-z}{(1-2z)(1-3z)}$$
You can then use partial fractions to get that:
$$f(z)=\frac{2}{1-3z}-\frac{1}{1-2z}$$
Thus giving $A_n=2\cdot 3^n-2^n.$