You manage a risky portfolio with an expected rate of return of $11\%$ and a standard deviation of $31\%.$ The T$-$bill rate is $3\%.$ 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.