Congratulationsl Your porffolio returned 16.2% last year, 2.2% bether than the market return of 14.0%. Your portfolio had a standard deviation of eamings cqual to 23%, and the risk-tree fate is equal to 5.5%. Calculate Sharpe's measure for your portlolio, If the markef's Sharpe's measure is 0.36 , did you do better or worse than the market from a risk/eturn perspective? The Sharpe's measure of your portolio is (Round to two decimal places)