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Assume that you manage a risky portfolio with an expected rate of return of 22% and a standard deviation of 35%. The T-bill rate is

Assume that you manage a risky portfolio with an expected rate of return of 22% and a standard deviation of 35%. The T-bill rate is 6%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund.

What is the reward-to-volatility (Sharpe) ratio (S) of your risky portfolio and your clients portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Your reward-to-volatility ratio 0.4571 Numeric ResponseEdit Unavailable.0.4571correct.
Client's reward-to-volatility ratio

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