The rate on treasury bills is 68 your client chooses to


You manage an equity fund with an expected risk premium of 14% and a standard deviation of 54%. The rate on Treasury bills is 6.8%. Your client chooses to invest $120,000 of her portfolio in your equity fund and $30,000 in a T-bill money market fund. What is the reward-to-volatility ratio for the equity fund?

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Finance Basics: The rate on treasury bills is 68 your client chooses to
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