You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio x Y Z Market Risk-free Rp 13.5% 12.5 7.1 10.6 4.4 op 35% 30 20 25 0 1.55 1.20 .80 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 "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 Sharpe Ratio 0.20000 0.27000 0.13500 Treynor Ratio 0.05871 0.00750 Jensen's Alpha -0.51% 0.001% Y Z 0.03375 -2 201% $ Market