You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio R Op . X 14.01 394 1.50 Y 13.0 34 1.15 8.5 24 .90 Market 12.0 29 1.00 Risk-free 7.2 0 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 "0" 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 Y Z Market Sharpe Ratio 0.17436 0.17059 0.05417 Treynor Ratio 0.04533 0.05043 0.014441 Jensen's Alpha -0.40% 0.28% -3.02% %