Greta, an elderly investor, has a degree of risk aversion of A=5 when applied to return on wealth over a one-year horizon. She is pondering two portfolios, the S&P/TSX Composite Index and a hedge fund, as well as a number of one-year strategies. (All rates are annual and continuously compounded.) The S&P/TSX Composite risk premium is estimated at 8% per year, with a SD of 14%. The hedge fund risk premium is estimated at 6% with a SD of 24%. The returns on both of these portfolios in any particular year are uncorrelated with its own returns in other years. They are also uncorrelated with the returns of the other portfolio in other years. The hedge fund claims the correlation coefficient between the annual return on the S&P/TSX Composite and the hedge fund return in the same year is zero, but Greta is not fully convinced by this claim. Compute the estimated annual risk premiums, SDs, and Sharpe ratios for the two portfolios. (Do not round your intermediate calculations. Round "sharpe ratios" into 4 decimal places.) S&P Portfolio Hedge Fund Portfolio % Risk premiums SDS Sharpe ratios