Yes, a utility knife can come in handy when coping with baseboard corners. While a coping saw is normally used to cut the molding along the profile, a utility knife can be used to score the reverse of the baseboard along the same profile.  Scoring is the process of producing small notches or indentations along the curve of the molding to help guide the coping saw and make it easier to remove superfluous material properly. When you score the baseboard with a utility knife, you create a groove that serves as a guide for the coping saw, resulting in cleaner and more exact coping cuts for a seamless junction.