Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset 1 1.5% 10.5 7.2 10.9 4.6 38% 1.70 33 1.30 23 28 1.00 85 Market Risk-free 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 "" 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 T reynor Ratio Jensen's Alpha 0 Market