You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp S 13.5% 12.5 7.1 10.6 4.4 op 35% 30 Y p 1.55 1.20 0.80 1.00 0 20 Market Risk-free 25 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.) Treynor Ratio Jensen's Alpha Portfolio Y Sharpe Ratio 0.26000 0.27000 0.13500 Market 0.24800