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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio OP 39% 34 RP 13.08 12.0 7.2 11.0
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio OP 39% 34 RP 13.08 12.0 7.2 11.0 5.6 1.75 1.30 0.85 1.00 24 29 Market Risk-free 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. 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 Market
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