can you please do both parts

Greta has risk aversion of A=3 when applied to return on wealth over a 1-year horizon. She is pondering two portfolios, the S\&P 500 and a hedge fund, as well as a number of 1-year strategles. (All rates are annual and continuously compounded.) The S\&P 500 risk premium is estimated at 9% per year, with a standard deviation of 18%. The hedge fund risk premium is estimated at 12% with a standard deviation of 33%. 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 hedgo fund claims the correlation coefficlent 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. Required: a-1. Assuming the correlation between the annual returns on the two portfolios is 0.3 , what would be the optimal asset allocation? a-2. What is the expected risk premium on the portiolio? Complete this question by entering your answers in the tabs below. Assuming the correlation between the annual returns on the two portfolios is 0.3 , what would be the optimal asset aliocation? Note: Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places