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 31% 26 14 19 0 1.35 1.10 0.75 1.00 0 What are the Sharpe ratio, Treynor ratio, and Jensen's alpha for each portfolio? Note: 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 Sharpe Ratio Treynor Ratio Jensen's Alpha X 0.25806 % Y 0.26923 % Z % Market 0.22105 %