You manage a risky portfolio with an expected rate of return of $10\%$ and a standard deviation of $32\%.$ The T$-$bill rate is $3\%.$ Your client

chooses to invest $50\%$ of a portfolio in your fund and $50\%$ in a T$-$bill money market fund.

What is the reward$-$to$-$volatility $($Sharpe$)$ ratio $)$ of your risky portfolio? Your client's?

Note: Do not round intermediate calculations. Round your answers to $4$ decimal places.

Your reward$-$to$-$volatility $($Sharpe$)$ ratio

Client's reward$-$to$-$volatility $($Sharpe$)$ ratio