Congratulations! Your portfolio returned 12.4% last year, 1.9% better than the market return of 10.5%. Your portfolio had a standard deviation of earnings equal to 23%, and the risk-free rate is equal to 4.5%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.23, 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.)