Congratulations! Your portfolio returned 16.1% last year, 23% better than the market return of 13.8%. Your portfolio had a standard deviation of earnings equal to 19%, and the risk-free rate is equal to 3.1% Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.37, did you do better or worse than the market from a risk/retum perspective? The Sharpe's measure of your portfolio Is I. (Round to two decimal places.) Your portfolio's performance is V to the market's performance. (Select from the drop-down menu) equal inferior superior