Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 31%. The T-bill rate is 4%. Your client chooses to invest 60% of a portfolio in your fund and 40% in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio (S) of your risky portfolio and your client's portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Your reward-to-volatility ratio 0.4516 Client's reward-to-volatility ratio 17.8723