Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP Bp 16.0% 1.90 32% 1.25 Y 15.0 27 Z 7.3 17 .75 1.00 Market 22 11.3 5.8 Risk-free 0 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 Y Z Market % % % %