Greta an elderly investor has a degree of risk aversion of a-3 when applied to return on wealth over a one yearl horizon. She is pondering two portfolios, the S&P 500 and a hedge fund. All rates are annual continuously compounded.. The S&P 500 risk premium is 8% per year with a SD of 23%. The hedge fund risk premium is 10% with a SD of 40%. The return on these portfolios in any year is uncorrelated with its return or the return of any other portfolio in any other year. The hedge fund management claims the correlation coefficient between the annual returns on the S&P 500 and the hedge fund in the same year is zero but Greta believes this is far from certain. Compute the estimated 1-year risk premiums, SDs, and Sharpe ratios fit the two portfolios. (Do not round your intermediate calculations. Round sharpe ratios to a 4 decimal places and the other answers to 2 decimal places.