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 utility levels of each portfolio for an investor with A2. Assume the utility function is u - () - 0.5 * 4o? (Do not round intermediate calculations. Round your answers to 4 decimal places. Negative amounts should be indicated by a minus sign.) U(A = 2) WBills 0.0 fo Windex 10 0.8 0.6 0.2 0.4 0.6 08 1.0 0,4 02 00