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Problem $5-19($Static$)$

$7\mathrm{.}14,$ Required:

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Skipped You manage an equity fund with an expected risk premium of $10\%$ and a standard deviation of $14\%.$ The rate on Treasury bills is $6\%.$ Your client chooses to invest $$60,000$ of her portfolio in your equity fund and $$40,000$ in a T$-$bill money market fund. What is the reward$-$to$-$volatility $($Sharpe$)$ ratio for the equity fund? $($Round your answer to $4$ decimal places.$)$

eBook Reward$-$to$-$volatility Ratio

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