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Assume that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 36%. The T-bill rate is

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Assume that you manage a risky portfolio with an expected rate of return of 20% and a standard deviation of 36%. The T-bill rate is 5%. Your client chooses to invest 60% of his portfolio in your fund and 40% in a T-bill money market fund. What is the reward-to-volatility ratio (S) of your risky portfolio and your client's portfolio? (Round your answers to 4 decimal places.) Your reward-to-volatility ratio Client's reward-to-volatility ratio

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