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 26% 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 E(r - 0.5 x Aa2. (Do not round intermediate calcu lations. Round your answers to 4 decimal places.) WBills Windex U(A= 2) 0.4 0.6 0.6 0.4 1.0 0.0 0.2 0.8 0.8 0.2 0.0 1.0