Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP P P X 14.0 % 20 % 1.80 Y 13.0 15 1.30 Z 9.2 5 .85 Market 11.1 10 1.00 Risk-free 6.6 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.)