26-) Based on current dividend yields and expected capital gains, the expected rates of return on portfolios A and B are 11% and 14%,respectively. The beta of A is .8 while that of B is 1.5. The T-Bill rate is currently 6%, while the expected rate of return of the S&P 500 Index is 12%. The standard deviation of portfolio A is 10% annually, while that of B is 31%, and that of the index is 20%. a-) If you currently hold a market -index portfolio, would you choose to add either of these portfolios to your holdings? Explain. b-) If instead you could invest only in bills and one of these portfolios, which would you choose?