Question: Congratulations! Your portfolio returned 11% last year, 2% better than the market return of 9%. Your portfolio had a standard deviation of earnings equal to

Congratulations! Your portfolio returned 11% last year, 2% better than the market return of 9%. Your portfolio had a standard deviation of earnings equal to 18%, and the risk-free rate is equal to 6%. Calculate Sharpe’s measure for your portfolio. If the market’s Sharpe’s measure is .3, did you do better or worse than the market from a risk/return perspective?

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