Question

You manage a risky portfolio with expected rate of return of 15% and standard deviation of...

You manage a risky portfolio with expected rate of return of 15% and standard deviation of 32%. The risk free rate is 3%.
A client chooses to invent 60% of her wealth into your portfolio and 40% into a t-bill market fund. What is the reward to variability ratio (sharpe ratio) of your clients overall portfolio?

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