For Problems 10 through 12: Consider historical data showing that the average annual rate of return on the S&P 500 portfolio over the past 90 years has averaged roughly 8% more than the Treasury bill return and that the S&P 500 standard deviation has been about 20% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 5% 10. Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index with weights as follows: W 1.0 0.2 0.8 0.4 0.6 0.6 0.4 0.8 0.2 1.0