Suppose that the S&P 500, with a beta of 1.0, has an expected return of 12% and T-blls provide a risk-free return of 4%. a. What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P 500 of (i) 0; (ii) O.25; (iii) 0.50; (iv) 0.75; (v) 1.0? (Leave no cells blank-be certain to enter "O" wherever required. Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected ReturnBeta (i) 0.25 (i) 0.50 (iv) 0.75 b. How does expected return vary with beta? (Do not round intermediate calculations.) The expected return | by | % for a one unit increase in beta