You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset Portfolio X Y Z Market Risk-free 11.5% 10.5 7.2 10.9 4.6 38% 33 23 28 1.70 1.30 .85 1.00 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.) Answer is not complete. Portfolio Sharpe Ratio Treynor Ratio 0.18160 0.17879 Jensen's Alpha -3.81 -229 4.05900 % 4.53850 X 3.05900 Y >> 0.11314 2.76 % Z Market %