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

Portfolio	Rp		p		p
X	14.0	%	39	%	1.50
Y	13.0		34		1.15
Z	8.5		24		.90
Market	12.0		29		1.00
Risk-free	7.2		0		0

What are the Sharpe ratio, Treynor ratio, and Jensens 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.)