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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: What are the Sharpe ratio, Treynor ratio, and Jensen's

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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 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.)

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