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 34% 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 = Elr) - 8.5 * Ao2. (Do not round intermediate calculations. Round your answers to 4 decimal places. Negative amounts should be indicated by a minus sign. U(A-2) Will 0.0 Windex 10 0.8 02 0.6 0.4 0.6 0.8 0.4 02 0.0 1.0