Congratulations! Your portfolio returned 14.8% last year, 1.9% better than the market return of 12.9%. Your portfolio had a standard deviation of eamings equal to 22%, and the risk-free rate is equal to 5.4%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.39 , did you do better or worse than the market from a risk/retum perspective? The Sharpe's measure of your portfolio is (Round to two decimal places.)