Suppose that the S&P 500, with a beta of 10, has an expected retum of 12% and T-bils provide a risk-free return of 3% a. What would be the expected retum and beta of portfolios constructed from these two assets with weights in the S&P 500 of () 0: () 0.25; 0.50, (v) 0.75: (V 1.0? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermedinte calculations. Round your answers to 2 decimal places.) Expectod Return Beta i) 0.25 0.50 0.75 tv) 1.0 b. How does expected return vary with beta? (Do not round intermediate calculetions.) b. How does expected return vary with beta? (Do not round intermediate calculations.) The expected return by % for a one unit increase in beta