Question: Problem 5-19 You manage an equity fund with an expected risk premium of 10% and a standard deviation of 14%. The rate on Treasury bills

Problem 5-19 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 place.) Reward-to-volatility Ratio 8.4000

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