Return to question Problem 6-15 You manage a risky portfolio with an expected rate of return of 17% and a standard deviation of 37%. The T-bill rate is 5%. Your client chooses to invest 80% of a portfolio in your fund and 20% in a T-bill money market fund. What is the reward-to-volatility (Sharpe) ratio (9) of your risky portfolio? Your client's? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not entirely correct. Your reward-to-volatility ratio Client's reward-to-volatility ratio 14.6000 X 29.6000 X