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 38% 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 "O" wherever required.) Answer is complete but not entirely correct. W Bills WIndex Expected Return Variance 0.0 1.0 0.1300 0.1444 Example 0.2 0.8 0.1140 0.5514 x 0.4 0.6 0.0980 0.4775 x 0.6 0.4 0.0820 0.3899 X 0.8 0.2 0.0660 0.2757 X 1.0 0.0 0.0500 0