Congratulations! Your portfolio returned 12.1% last year, 2.1% better than the market return of 10.0%. Your portfolio had a standard deviation of earnings equal to 18%, and the risk-free rate is equal to 5.8%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.27, 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.)