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Please round all answers to 4 decimal places You manage a risky portfolio with an expected rate of return of 19% and a standard deviation
Please round all answers to 4 decimal places
You manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 33%. The T-bill rate is 7%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio (9) of your risky portfolio? Your client's? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Your reward-to-volatility ratio Client's reward-to-volatility ratioStep by Step Solution
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