You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio RP P P X 13.5 % 35 % 1.55 Y 12.5 30 1.20 Z 7.1 20 0.80 Market 10.6 25 1.00 Risk-free 4.4 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.)