Greta has risk aversion of A=3 when applied to return on wealth over a one-year horizon. She is pondering two portfolios, the S\&P 500 and a hedge fund, as well as a number of 3 -year strategies. (All rates are annual and continuously compounded.) The S\&P 500 . risk premium is estimated at 6% per year, with a standard deviation of 2196 . The hedge fund risk premium is estimated at 9% with a standard devlation of 36%. 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 500 and the hedge fund return in the same year is zero, but Greta is not fully convinced by this claim. Compute the estimated 1.year risk premlums, standard deviations, and Sharpe ratios for the two portfollos. (Do not round your intermediate calculations, Round "Sharpe ratios" to 4 decimal places and other answers to 2 decimal places.) Greta has risk aversion of A=3 when applied to return on wealth over a one-year horizon. She is pondering two portfolios, the S\&P 500 and a hedge fund, as well as a number of 3 -year strategies. (All rates are annual and continuously compounded.) The S\&P 500 . risk premium is estimated at 6% per year, with a standard deviation of 2196 . The hedge fund risk premium is estimated at 9% with a standard devlation of 36%. 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 500 and the hedge fund return in the same year is zero, but Greta is not fully convinced by this claim. Compute the estimated 1.year risk premlums, standard deviations, and Sharpe ratios for the two portfollos. (Do not round your intermediate calculations, Round "Sharpe ratios" to 4 decimal places and other answers to 2 decimal places.)