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

Portfolio	Rp		p		p
X	12.0	%	33	%	1.95
Y	11.0		28		1.25
Z	7.3		18		.60
Market	11.4		23		1.00
Risk-free	6.8		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.)

Portfolio	Sharpe Ratio	Treynor Ratio	Jensen's Alpha
X				%
Y				%
Z				%
Market				%