2 roughly 8% more than the Treasury bill return and that the S&P 500 standard deviation has been about 27% per year. Assume these values are representative of investors expectations for future performance and that the current T-bill rate is 6%. Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index with weights as shown below. nesr Nour anewsr8 ce declneale rounded t piocse. Leovs v celle bsionk - be csnein to or9er g* varonevsr (suinod. InciettExpactod Petum berlence 0'0 1.0 0.1400 0.0729|Example 02 0.8 0.4 0.6 0.6 0.4 0.8 0.2 1.0 60
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