You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Rp 124 Portfolio Y OP 298 24 14 19 0 11 8 10 4 1.25 1.10 0.75 1.00 0 Market Risk-free 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 X Treynor Ratio Jensen's Alpha % Y Sharpe Ratio 0.27590 0.29170 0.28570 0.31580 % % Z Market %