What is the reward-to-volatility ratio and client portfolio

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Question: 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?

Reference no: EM131937408

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