Congratulations! Your portfolio returned 10.2% last year, 2.4% better than the market return of 7.8%. Your portfolio had a standard deviation of earnings equal to 19%, and the risk-free rate is equal to 5.6%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.37, did you do better or worse than the market from a risk/return perspective? The Sharpe's measure of your portfolio is Your portfolio's performance is (1) (1) O equal (Round to two decimal places.) to the market's performance. (Select from the drop-down menu.) O superior O inferior