You manage a risky portfolio with an expected rate of return of $12\%$ and a standard deviation of $36\%.$ The T$-$bill rate is $3\%.$ 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 $)$ 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,$]]$