Consider the following information concerning three portfolios, the market portfolio, and the risk$-$free asset:

Portfolio RP $\backslash$sigma P $\backslash$beta P

X $14\mathrm{.}0\%31\%1\mathrm{.}35$

Y $13\mathrm{.}0261\mathrm{.}10$

Z $7\mathrm{.}014\mathrm{.}75$

Market $10\mathrm{.}2191\mathrm{.}00$

Risk$-$free $6\mathrm{.}000$

What is the Sharpe ratio, Treynor ratio, and Jensen$$s alpha for each portfolio? $($Negative values should be indicated by a minus sign. Leave no cells blank $-$ be certain to enter $"0"$ wherever required. Do not round intermediate calculations. Round your Sharpe ratio answers and Treynor ratio answers to $5$ decimal places and Jensen's alpha answers to $2$ decimal places. Omit the $"\%"$ sign in your response.$)$

Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha

X $\%$

Y $\%$

Z $\%$

Market $\%$