You manoge a risky portfolio with an expected rate of return of 22% and a standard deviation of 34%. The T-bill rate is 6% Your client chooses to invest 70% of a porttolio in your fund and 30% in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio (S) of your risky portfollo? Your client's? (Do not round intermedlate calculations. Round your answers to 4 decimal places.)