PLEASE FIND EXPECTED RETURN AND STANDARD DEVIATION FOR A,B,C

2. Based on your examination of the historical record, you calculate that the expected return on the S&P500 over the next year is 6% over T-bills with a standard deviation of 15% Currently a T-bill with one year to maturity and face value of $10,000 is selling for $9,615. You have $1 million to invest and you will put all of your money in some combination of the S&P500 and one-year T-bills. Calculate the expected return and standard deviation of that return for 53 different portfolios. (a) Portfolio #1 is invested 100% in the S&P500 (b) Portfolio #2 is invested 50% in the S&P500 (c) Portfolio #3 is invested in 10% in the S&500