Help Problem 12-18 Portfolio Risk and Return (LO2) Suppose that the S&P 500, with a beta of 1.0, has an expected return of 12% and T-bills 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 (00.00 0.25: 0) 0.50 (1 0.75: M) 102 (Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Enter the value of Expected return as a percentage rounded to 2 decimal places and value of Beto rounded to 2 decimal places.) Beta Expected Return % ) 0 96 % 0.25 (1) 0-50 (iv) 0.75 (V) 10 %. b. How does expected return vary with beta? (Do not round intermediate calculations.) The expected return by % for a ono unit increase in beta