Congratulations! Your portfolio returned 9.9% last year, 2.1% better than the market return of 7.8%. Your portfolio had a standard deviation of earnings equal to 17%, and the risk-free rate is equal to 3.4%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.47, 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.)