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13 Suppose that the S&P 500, with a beta of 10 has an expected return of 12% and T-bills provide a risk-free return of 4%

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13 Suppose that the S&P 500, with a beta of 10 has an expected return of 12% and T-bills provide a risk-free return of 4% a. What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P 500 of (0:0) 0.25: () 0.50; (iv) 0.75: M) 1.0(Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter the value of Expected return as a percentage rounded to 2 decimal places and value of Beta rounded to 2 decimal places.) 176 points Beta Skipped 0 0.25 Expected Return % % (1) % 0.50 0.75 (iv) (v) 1.0 % b. How does expected return vary with beta? (Do not round intermediate calculations.) by The expected return % for a one unit increase in beta

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