Question: Please help Consider historical data showing that the average annual rate of return on the S&P 500 portfolio over the past 85 years has averaged

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Consider historical data showing that the average annual rate of return on the S\&P 500 portfolio over the past 85 years has averaged roughly 8% more than the Treasury bill return and that the S\&P 500 standard devlation has been about 25% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 4%. Calculate the utility levels of each portfolio for an investor with A=3. Assume the utility function is u=E(r)0.5A2. (Negative omounts should be indicoted by a minus sign. Do not round intermediote colculations. Round your onswers to 4 decimal places.)

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