please answer both questions

Greta has risk aversion of A = 3 when applied to return on wealth over a one-year horizon. She is pondering two portfollos, 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 10% per year, with a standard deviation of 24%. The hedge fund risk premium is estimated at 12% with a standard deviation of 39%. The returns on both of these portfollos 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 premiums, standard deviations, and Sharpe ratios for the two portfolios. (Do not round your Intermediate calculations. Round "Sharpe ratios" to 4 decimal places and other answers to 2 decimal places.) S&P Portfolio Hedge Fund Portfolio Risk premiums Standard deviations Sharpe ratios A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 5%. The characteristics of the risky funds are as follows: Expected Return. Standard Deviation 30% Stock fund (S) Bond fund (8) 178 11 22 The correlation between the fund returns is 0.10. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) Sharpe ratio