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 8% more than the Treasury bill return and that the S&P 500 standard deviation has been about 30% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 5% Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index with weights as shown below. (Enter your answers as decimals rounded to 4 places. Leave no cells blank - be certain to enter "0" wherever required.) Answer is complete but not entirely correct. Wains Windex Expected Return Variance 0.0 1.0 0.1300 0.0900 Example 0.2 0.8 0.1140 0.0884 04 0.6 0.0980 0.0924 0.6 04 0.0820 0.0520 0.8 02 0.0660 0.0058 1.0 0.0 0.0500 ( 0