Congratulations! Your portfolio returned 13.6% last year, 2.5% better than the market return of 11.1%. Your portfolio had a standard deviation of earnings equal to 23%, and the risk-free rate is equal to 3.6% Calculate Sharpe's measure for your portfolio of the market's Sharpe's measure is 0.25, did you do better or worse than the market from a riskrotum perspective? The Sharpe's measure of your portfolio is (Round to two decimal places.)