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

Portfolio	RP		P		P
X	15.5	%	37	%	1.65
Y	14.5		32		1.30
Z	8.2		22		0.80
Market	10.8		27		1.00
Risk-free	6.4		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.)

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