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

Portfolio	RP		P		P
X	12.5	%	34	%	1.50
Y	11.5		29		1.20
Z	7.1		19		.80
Market	10.5		24		1.00
Risk-free	6.2		0		0

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.)

Portfolio	Sharpe Ratio	Treynor Ratio	Jensen's Alpha
X			%
Y			%
Z			%
Market			%