can you please solve all parts

You manage a risky portfolio with an expected rate of return of 12% and a standard deviation of 36%. The T-bill rate is 2%. 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? Your client's? Note: Do not round intermediate calculations. Round your answers to 4 decimal places