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

What is the Sharpe ratio, Treynor ratio, and Jensens 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.)

RP 16.5% 15.5 7.4 Portfolio 37% 1.40 32 1.15 .70 27 1.00 11.8 5.2 Market Risk-free 0