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

Portfolio	RP		P		P
X	14.5	%	36	%	1.60
Y	13.5		31		1.30
Z	9.1		21		.80
Market	10.7		26		1.00
Risk-free	5.4		0		0

What is the Sharpe ratio, Treynor ratio, and Jensens 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			%