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LUPURI Problem 5-19 You manage an equity fund with an expected risk premium of 10.8% and a standard deviation of 22%. The rate on Treasury
LUPURI Problem 5-19 You manage an equity fund with an expected risk premium of 10.8% and a standard deviation of 22%. The rate on Treasury bills is 3%. Your client chooses to invest $75.000 of her portfolio in your equity fund and $26.000 in a T-bil money market fund. What is the reward-to-volatility ratio for the equity fund? (Round your answer to 4 decimal places.) Reward-to-volatility ratio
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