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

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

X $15\mathrm{.}5\%36\%1\mathrm{.}35$

Y $14\mathrm{.}5311\mathrm{.}15$

Z $7\mathrm{.}421\mathrm{.}60$

Market $11\mathrm{.}7261\mathrm{.}00$

Risk$-$free $7\mathrm{.}000$

What is the Sharpe ratio, Treynor ratio, and Jensen$$s alpha for each portfolio? $($Round your Sharpe ratio answer and Treynor ratio answer to $5$ decimals and Jensen's alpha answers to $3$ decimal places. Negative amounts should be indicated by a minus sign. Omit the $"\%"$ sign in your response.$)$

Portfolio Sharpe ratio Treynor ratio Jensen's alpha

X

$\%$

Y

$\%$

Z

$\%$

Market

$\%$