Consider historical data showing that the average annual rate of return on the S&P $500$ portfolio over the past $85$ years has averaged roughly $6\%$ more than the Treasury bill return and that the S&P $500$ standard deviation has been about $20\%$ per year. Assume these values are representative of investors' expectations for future performance and that the current T$-$bill rate is $1\%.$

Calculate the utility levels of each portfolio for an investor with $A=3.$ Assume the utility function is $U=E(r)-0\mathrm{.}5A{}^2.$

Note: Do not round intermediate calculations. Round your answers to $4$ decimal places.

$\backslash$table$[[$WBills$,$Windex,U$($A $=3)],[0\mathrm{.}0,1\mathrm{.}0,],[0\mathrm{.}2,0\mathrm{.}8,],[0\mathrm{.}4,0\mathrm{.}6,],[0\mathrm{.}6,0\mathrm{.}4,],[0\mathrm{.}8,0\mathrm{.}2,],[1\mathrm{.}0,0\mathrm{.}0,]]$