You manage a risky portfolio with an expected rate of return of 21% and a standard deviation of 33%. The T-bill rate is 7%. Your client chooses to invest 75% of a portfolio in your fund and 25% in a T-bill money market fund. 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.) Answer is complete but not entirely correct. 24.7500 X Your reward-to-volatility ratio Client's reward-to-volatility ratio 0.4242