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You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 37%. The T-bill rate is 5%. Your

You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 37%. The T-bill rate is 5%. 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 (S) of your risky portfolio? Your clients? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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\begin{tabular}{|l|} \hline \\ \hline Your reward-to-volatility ratio \\ \hline Client's reward-to-volatility ratio \\ \hline \end{tabular}

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