Congratulations! Your portfolio returned 17.8% last year, 2.3% better than the market return of 15.5%. 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. If the market's Sharpe's measure is 0.46, did you do better or worse than the market from a risk/return perspective? Question content area bottom Part 1 The Sharpe's measure of your portfolio is enter your response here.