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 12.5% 11.5 7.1 10.5 6.2 Op 348 29 19 24 0 BP 1.50 1.20 0.80 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 0.18529 0.18276 0.47368 X Answer is not complete. Treynor Jensen's Ratio Alpha 0.04200 (0.15) 0.04417 0.14 0.01125 (2.54) % Y Z Market %