Suppose that the S&P $500,$ with a beta of $1\mathrm{.}0,$ has an expected return of $12\%$ and T$-$bills provide a risk$-$free return of $3\%.$a$.$ What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P $500$ of $(1)0$;$(2)0\mathrm{.}25$; $(3)0\mathrm{.}50$; $(4)0\mathrm{.}75$; $(5)1\mathrm{.}0?$