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You manage a risky portfolo with an expected rate of return of 17% and a...

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Accounting

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You manage a risky portfolo with an expected rate of return of 17% and a standard deviation of 37%. The T-bill rate is 5% Your client chooses to invest 80% of a portiolio 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? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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