Congratulations! Your portfolio returned 10.4% last year, 2.1% better than the market return of 8.3%....
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Congratulations! Your portfolio returned 10.4% last year, 2.1% better than the market return of 8.3%. Your portfolio had a standard deviation of earnings equal to 24%, and the ns-free rate is equal to 5.5%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.45, 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) Your portfolio's performance is to the market's performance. (Select from the drop-down menu.)
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