You manage a risky portfolio with an expected rate of return of $17\%$ and a standard deviation of $28\%.$ The T$-$bill rate is $7\%.$ 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? $($Do not round Intermedlate calculatlons. Round

your answers to $4$ decimal places.$)$