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Question: Assume that you manage a risky portfolio with an expected rate of return of 19% and a standard deviation of 32%. The T-bill rate is 7%. Your client chooses to invest 50% of a portfolio in your fund and 50% 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.)

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Basic Finance, Finance

Category:- Basic Finance
Reference No.:- M92776098

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