Greta has risk aversion of A=4 when applied to retum on wealth over a one-year horizon. She is pondeting two portfolios, the S\&P 500 and a hedge fund, as well as a number of 4 year strategies. (All rates are annual and continuously compounded) The 58P 500 risk premium is estimated at 10% per year, with a standard deviation of 22%. The hedge fund risk premium is estimated at 14% wilh a standard deviation of 37%. 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 SOO and the hedge fund return in the same year is zero, but Greta is not fuily convinced by this claim. Compute the estimated 1-year ilsk premiums, standard devlations, and Shatpe tatios for the fwo portfolios. (Do not round your intermediate calculations. Round "Sharpe ratios" to 4 decimal places and other answers to 2 decimal places.)