You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: 11.08 10.0 8.1 33% 1.45 28 120 0.75 23 1.00 Risk-free 5.2 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 en's Alpha Prev 1 of 3 Next>