Suppose that the S&P 500, with a beta of 1.0, has an expected return of 13% and Tbilis provide a risk free return of X 13 a. What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P 500 of (10.09 0.25: 0.50M 075: (M1.07 (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) 170 points Beta 0 0 0.25 ( 0.50 ( 0.76 (M) 1.0 Expected Return % % % % b. How does expected return vary with bota? (Do not round Intermediate calculations.) The expected retum by for a one unit increase in beta