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You manage an equity fund with an expected risk premium of 11.7% and an expected standard deviation of 15.6%. The rate on Treasury bills is
You manage an equity fund with an expected risk premium of 11.7% and an expected standard deviation of 15.6%. The rate on Treasury bills is 6.5%. Your client chooses to invest $73,500 of her portfolio in your equity fund and $31,500 in a T-bill money market fund.
What is the reward-to-volatility ratio for the equity fund? (round to 2 decimal places)
I got 0.33 as an answer but it says it is wrong
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