Geta has risk aversion of A=4 and a 1 year investment horizon. She is pondering two portfolios, the S\&P 500 and a hedge fund, as well ats a number of 4 yeat strategies. (All mates are annual and continuously compounded.) The 58P500 risk premilum is estimated at 70 per year, with a standard deviation of 18%. The hedge fund risk premium is estimated at 12% with a standard deviatlon of 33%. The retums on both of these portfollos in any particular year are uncorrelated with its own returns in other years. They are atso uncorrelated with the returns of the other portfolio in other years. The hedge fund claims the corretation coefficlent between the annual retum on the S\&P 500 and the hedge fund retum in the same year is zero, but Greta is not fully corvinced by this cbaim. Compute the estimated annual risk premiums, standard deviations, and Sharpe ratios for the two portfolios. Note: Do not round your intermediate calculotions, Round "Sharpe ratios" to 4 decimal places and other onswers to 2 decimal places