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 25% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 4%. Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index with weights as shown below. Note: Round your "Expected Return" answers to 2 decimal places and "Variance" answers to 4 decimal places. Wills Windex Expected Return Variance 0.0 1.0 12.00 % 0.0625 Example 0.2 0.8 10.40% 0.4 0.6 8.80% 0.6 0.4 7.20% 0.8 0.2 5.60% 1.0 0.0 4.00% 0