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

My answer is wrong for Jensens Alpha for portfolio x. Please help me solve the rest of the problem as well. Thanks!

Portfolio X Y Z Market Risk-free Rp 15.0% 14.0 8.3 11.2 4.8 31% 26 16 21 0 1.85 1.25 .85 1.00 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 "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.) Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha 0.32903 0.05513 0.58% Y % z % Market %