Congratulations! Your portfolio returned 17.5 % last year, 2.2 % better than the market return of 15.3 %. Your portfolio had a standard deviation of earnings equal to 21 %, and the risk-free rate is equal to 3.2 %. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.31 , did you do better or worse than the market from a risk/return perspective?
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Home » Business » Congratulations! Your portfolio returned 17.5 % last year, 2.2 % better than the market return of 15.3 %. Your portfolio had a standard deviation of earnings equal to 21 %, and the risk-free rate is equal to 3.2 %.