Right off Greenwich Avenue in Greenwich, Connecticut, there’s an old, dilapidated building with a leaky roof that once housed a radio station. The building is an odd sight because Greenwich Avenue isn’t your average Main Street: lined with exorbitantly expensive stores, it’s the center of this famously moneyed enclave for New York’s financial elite. But the old radio station is being completely renovated, no expense spared, and in April it will open its doors as a modern yoga studio—and not the...