Problem 13-3 Performance Evaluation (LO1, CFA7) You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Bp 1.40 Portfolio x Y Z Market Risk-free RP 16.5% 15.5 7.4 11.8 5.2 OP 37% 32 22 27 0 1.15 0.70 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? (A negative value should be indicated by a minus sign. Leave no cells blank - be certain to enter "O" wherever required. Do not round intermediate calculations. Leave your ratio answers as a decimal rounded to 5 places (e.g., 0.23546). Enter your alpha answers as a percent rounded to 2 decimal places (e.g., 0.22%).) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha % Y % % Z Market %