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

Portfolio Rp $\backslash$sigma p $\backslash$beta p

X $13\mathrm{.}5\%34\%1\mathrm{.}25$

Y $12\mathrm{.}5291\mathrm{.}10$

Z $9\mathrm{.}3190\mathrm{.}70$

Market $11\mathrm{.}5241\mathrm{.}00$

Risk$-$free $5\mathrm{.}000$

What are the Sharpe ratio, Treynor ratio, and Jensen$$s alpha for each portfolio?