9) Suppose that the S&P500 with a beta of 1 has an expected return of 10% and T-bills provide a risk-free return of 4%? a. How would you construct a portfolio from these two assets with an expected return of 8%? b. How would you construct a portfolio from these two assets with a beta of.4? C. Show that the risk premiums of the portfolios in (a) and (b) are proportional to their betas