Consider historical data showing that the average annual rate of return on the S&P 500 portfolio over the past 90 years has averaged roughly 8% 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 5%. Calculate the utility levels of each portfolio for an investor with A = 2. Assume the utility function is U-E1-0.5 Ao?. (Do not round intermediate calculations. Round your answers to 4 decimal places.) WBills Windex U(A-2) 0.1300 1.0 08 0.6 1.0