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

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.)

Bp. Portfolio X Y Z Z Market Risk-free Rp 13.5% 12.5 9.3 11.5 5.0 Op 34% 29 19 24 0 1.25 1.10 .70 1.00 0 Portfolio Sharpe Ratio Treynor Ratio Jensen's Alpha % Y % Z % Market %