Greta has risk aversion of A = 5 when applied to return on wealth over a one-year horizon. She is pondering two portfolios, the TSX/S&P Composite Index and a hedge fund, as well as a number of one-year strategies. (All rates are annual and continuously compounded.) The TSX/S&P Composite Index risk premium is estimated at 6% per year, with a standard deviation of 20%. The hedge fund risk premium is estimated at 4% with a standard deviation of 23%. 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 TSX/S&P Composite Index 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, standard deviations, and Sharpe ratios for the two portfolios. (Do not round your intermediate calculations. Round "Risk premiums" and "SDs" into 2 decimal places. Round "Sharpe ratios" into 4 decimal places.)