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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 13.0% 12.0 p 39% 1.75 34 1.36
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 13.0% 12.0 p 39% 1.75 34 1.36 e.85 1.ee 7.2 24 Market 11.e 29 Mok Risk-free 5.6 nt ences What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfollo? (A negative value should be indicated by a sign. Leave no cells blank -be certain to enter "O" wherever required. Do not round intermediate calculations. Round ye answers to 5 decimal places. Enter your alpha answers as a percent rounded to 2 decimal places.) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha % 0.19000 X Y 0.18800 % 0.06700 Z Market %
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