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 37% per year. Assume these values are representative of investors' expectations for future performance and that the current T-bill rate is 5% -0.5 A0 (Do not round Calculate the utility levels of each portfolio for an investor with A=2. Assume the utility function is U= intermediate calculations. Round your answers to 4 decimal places.) UIA-2) WBills Windex 0.0 1.0 0.2 0.81 0.4 0.61 04 0.21 1.0 0.0 0.8