Assume that you manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 33%. The T-bill rate is 7%. Your client chooses to invest 80% of his portfolio in your fund and 20% 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