You manage a risky portfolio with an expected rate of return of $10\%$ and a standard deviation of $37\%.$ The T$-$bill rate is $4\%.$ 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 client's?

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

$\backslash$table$[[$Your reward$-$to$-$volatility $($Sharpe$)$ ratio$],[$Client$\text{'}$s reward$-$to$-$volatility $($Sharpe$)$ ratio$]]$