TREYNOR RATIO???

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio X Y Z Market Risk-free Rp 14.0% 13.0 7.0 10.2 6.0 op 31% 26 14 19 1.35 1.10 .75 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. Round your ratio answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.) Portfolio Treynor Ratio Sharpe Ratio 0.25806 Jensen's Alpha 2.33% Y 0.26923 2.38% Z 0.07143 -2.15% Market 0.22105 01%