Greta has risk aversion of A=3 when applied to return on wealth over a one-year horizon. She is pondering two portfolios, the TSX/S\&P Composite Index and a hedge fund, as well as a number of one-year strategies. (All rates are annual and continuously compounded.) The TSX/S\&P Composite Index risk premium is estimated at 5% per year, with a standard deviation of 20%. The hedge fund risk premium is estimated at 10% with a standard deviation of 35%. The returns on both of these portolios 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 TSX/S\&P Composite Index and the hedge fund retum in the same year is zero, but Greta is not fully convinced by this claim. What should be Greta's capital allocation? Assume that the correlation between the annual returns on the two portfolios is indeed zero. (Do not round intermediate calculations. Enter your answers rounded to 2 decimal places.)