Problem 6-11 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 deviation has been about 33% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 3%. Calculate the utility levels of each portfolo for an investor with A2. Assume the utility function is U= En - 0.5 x Ao?. (Do not round Intermedlate calculations. Round your answers to 4 decimal places.) WBIls Windex U(A- 2) 1.0 0.0 0.8 0.2 0.4 0.6 0.6 0.4 0.8 0.2 0.0 1.0