Suppose that the S\&P 500, with a beta of 10 , has an expected return of 13% and T-bills provide a risk-ftee return of 4%. a. What would be the expected return and beta of portfolios constructed from these two assets with weights in the 5&P500 of (1) 0 . (2) 0 25; (3) 0 50; (4) 075; (5) 1.0? Note: 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. b. How does the expected return vary with beta? Note; Do not round intermediate calculations