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Check my work 00 8 You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 35%. The
Check my work 00 8 You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 35%. The T-bill rate is 5%. Your client chooses to invest 70% of a portfolio in your fund and 30% in a T-bill money market fund. 10 points What is the reward-to-volatility (Sharpe) ratio (s) of your risky portfolio? Your client's? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Skipped Your reward-to-volatility ratio Client's reward-to-volatility ratio eBook Print References
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