Question: For Problems 1 0 through 1 2 : Consider historical data showing that the average annual rate past 9 5 years has averaged roughly 8

For Problems 10 through 12: Consider historical data showing that the average annual rate past 95 years has averaged roughly 8% more than the Treasury bill return an dthat the S&P 500 standard deviation has been about 20% per year. Assume these values are representative of investor's expectations for future performance and that the current T-billrate is 2%10. Calculate the expected return and variance of portfolios invested in Tbills and the S& P 500 index with weights as follows:

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