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 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 expected return and variance of portfolios invested in T-bills and the S&P 500 index with weights as follows: (Enter your answers as decimals rounded to 4 places and the expected return and variance to 4 decimal places. Leave no cells blank - be certain to enter "O" wherever required.) WBills Windex Expected Return 0.1300 Variance 0.0400 Example 0.0 0.2 0.4 0.6 0.8 1.0 0.8 0.6 0.4 0.2 1.0 0.0