Congratulations! Your portfolio returned 11.0% last year, 2.0% better than the market return of 9.0% Your portfolio had a standard deviation of earnings equal to 18%, and the risk-free rate is equal to 3.0%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.30, did you do better or worse than the market from a risk/return perspective? The Sharpe's measure of your portfolio is . (Round to two decimal places.) Your portfolio's performance is to the market's performance. (Select from the drop-down menu.) Congratulations! Your portfolio returned 11.0% last year, 2.0% better than the market return of 9.0%. Your p earnings equal to 18%, and the risk-free rate is equal to 3.0%. Calculate Sharpe's measure for your portfolio measure is 0.30, did you do better or worse than the market from a risk/return perspective? The Sharpe's measure of your portfolio is (Round to two decimal places.) Your portfolio's performance is to the market's performance. (Select from the drop-down menu.) equal inferior superior