Define what is the reward-to-volatility ratio for the equity

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Reference no: EM1359440

You manage an equity fund with an expected risk premium of 10.9% and an expected standard deviation of 15.8%. The rate on Treasury bills is 7.5%. Your client chooses to invest $81,200 of her portfolio in your equity fund and $34,800 in a T-bill money market fund.

Required:

What is the reward-to-volatility ratio for the equity fund? (Round your answer to 2 decimal places.)

Reward to variability ratio ?

Reference no: EM1359440

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