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 23% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 6%. Calculate the utility levels of each portfolio for an investor with A=2. Assume the utility function is u = E(r) - 0.5 * Ao2. (Do not round intermediate calculations. Round your answers to 4 decimal places. Negative amounts should be indicated by a minus sign. ) X Windex U(A = 2) 1.0 WBills 0.0 0.2 0.4 0.6 0.8 0.8 0.6 04 0.2 0.0 1.0