What is the reward-to-volatility ratio for the equity fund

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Reference no: EM131047228

You manage an equity fund with an expected risk premium of 13.2% and a standard deviation of 46%. The rate on Treasury bills is 4.6%. Your client chooses to invest $105,000 of her portfolio in your equity fund and $45,000 in a T-bill money market fund. What is the reward-to-volatility ratio for the equity fund?

Reference no: EM131047228

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