You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp 6p X 15.5% 37% 1.65 Y 14.5 32 1.30 Z 8.2 22 0.80 Market Risk-free 10.8 6.4 27 0 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 Treynor Ratio Jensen's Alpha X % Y Z Market % % %