Greta, an elderly investor, has a degree of risk aversion of A = 3. She wants to invest in two risky assets, an S&P 500 index fund and a hedge fund, as well as a safe asset that of a Treasury mutual fund. (All rates are annual and continuously compounded.) The S&P 500 index fund return is estimated at 10% per year, with a o of 0.2. The hedge fund return is estimated at 15% with a o of 0.35. The T-bill has return equal to 5% Calculate Greta's capital allocation in the total portfolio. The correlation between the S&P 500 index and the hedge fund of 0.3. Assume Greta is investing in the risky fund using the optimal weight y*. The weights maximizing the Sharpe ratio for the risky portfolio are Ws&P=0.5771 and W Hedge=0.4229 (Do not round your intermediate calculations. Round your answers to 2 decimal places.) Weight on S&P 500 index % Weight on Hedge Fund % Weight on Risk free %