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

Portfolio	RP		P		P
X	11.5	%	38	%	1.70
Y	10.5		33		1.30
Z	7.2		23		0.85
Market	10.9		28		1.00
Risk-free	4.6		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.)