ou are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp p p X 12 % 29 % 1.25 Y 11 24 1.10 Z 8 14 .75 Market 10 19 1.00 Risk-free 4 0 0 What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio? (A negative value 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 ratio