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Assume that you manage a risky portfolio with an expected rate of return of 18% and a standard deviation of 29%. The T-bill rate is 5%. 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 ratio (S) of your risky portfolio and your client’s portfolio? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

a. Your reward-to-volatility ratio

b. Client's reward-to-volatility ratio.

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92265018

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