You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Rp Op Bp X 12.54 345 1.50 Y 11.5 29 1.20 Z 7.1 19 .80 Market 10.5 24 1.00 Risk-free 6.2 e 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 X Y Sharpe Ratio 0.18529 0.18276 0.04737 Treynor Ratio 0.04200 0.0441 0.01125 Jensen's Alpha -0.15% 0.14% -254% % Z Market