Congratulations! Your portfolio returned 105% ast year, 23% better than the market return of 82% Your portfolio had a standard deviat on of earnings equal to 19%, and the risk-free rate is equal to 4 6% Calculate Sharpe's measure for your portfolio if the market's Sharpe's measure is 45, did you do better or worse han the market from a riskreturn perspective? The Sharpe's measure of your portfolio is (Round to two decimal places) Your portfolio's performance is Y to the market's performance. (Select from the drop-down menu) equal inferior superior Enter your answer in the answer box Activate Windo