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You manage an equity fund with an expected risk premium of 1 1 . 7 % and an expected standard deviation of 1 5 .
You manage an equity fund with an expected risk premium of and an expected standard deviation of The rate on Treasury bills is Your client chooses to invest $ of her portfolio in your equity fund and $ in a Tbill money market fund. What is the rewardtovolatility ratio for the equity fund? Round your answer to decimal places.
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