Suppose that the S&P 500, with a beta of 10, has an expected return of 15% and T-bills provide a risk-free return of 6%. a. What would be the expected return and beta of portfollos constructed from these two assets with weights in the S&P 500 of () 0, (ii) 0.25, (ii) 0.50; (iv) 0.75; (v) 1.0? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter the value of Expected return as a percentage rounded to 2 decimal places and value of Beta rounded to 2 decimal places.) Expected Return Beta (0) % (U) 0.25 % (ii) 0.50 % (v) 0.75 % (v) 1.0 % b. How does expected return vary with beta? (Do not round intermediate calculations.) by % for a one unit increase in beta The expected return