Consider historical data showing that the average annual rate of return on the $8P500 portfollo over the past 85 years has averaged roughly 8% more than the Treasury bill return and that the S\&P 500 standard deviotion has been about 27% per year. Assume these values are representative of Irvestors' expectations for future performance and that the current T. bill rate is 6%. Calculate the expected return and varlance of porticlios invested in T.bills and the 5&P SOO index wilh weights as shown below. (Enter your answers as decimals rounded to 4 ploces. Leave no cells blank - be certain to enter " 0 " wherever required.)