Greta has risk aversion of A=3 when applied to return on wealth over a one-year horizon. She is pondering two portiolios, the S\&P 500 and a hedge fund, as well as a number of one-year strategles, (All rates are annual and continuously compounded. The S\&P 500 risk premium is estimated at 9% per year, with a standard devlation of 23%. The hedge fund risk premium is estimated at 11% with a standard deviation of 38%. The returns on both of these portfollos in any particular year are uncorrelated with its own returns in ather 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 500 and the hedge fund return in the same year is zero, but Greta is not fuily convinced by this claim. What should be Greta's capital allocation? (Do not round your intermediate calculations. Round your answers to 2 decimal places.)