Shal Outono Congratulational Your portfolio rhumed 96% test your 1.7% better than the market return of 7. Your portfolio had a standard deviation of caring equal to 19%, and there is not to. Spermeture for you portfoto the marker's Sharpe's measure is 0:47. did you do better or worse than the man from a risken perspective? The Sharpe's measure of your portfolio Round to two decimal places)