Assume that you manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 29%. The T-bill rate is 8%. Your client chooses to invest 65% of a portfolio in your fund and 35% 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
Client's reward-to-volatility ratio