Based on current dividend yields and expected capital gains, the expected rates of return on portfolio A and B are 11% and 14%, respectively. The...

Based on current dividend yields and expected capital gains, the expected rates of return on portfolio A and B are 11% and 14%, respectively. The beta of A is .8 while that of B is 1.5. The T-bill rate is currently 6%, while the expected rate of return of the S&P500 Index is 12%. The standard deviation of portfolio A is 10% annually, while that of B is 11%.a. If you currently hold a passive index portfolio, would you choose to add either of these portfolios to your holdings? Explain.